+66.1%
OTIS vs GFI
+1,127.2%
-1,061.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -1.9% |
| 7D | -5.0% | -5.1% | +0.1% | -4.8% |
| 30D | -6.5% | +13.4% | -19.9% | -6.9% |
| 3M | -2.0% | +36.2% | -38.2% | -3.2% |
| 6M | -20.2% | -9.8% | -10.4% | -20.1% |
| YTD | -21.0% | +7.7% | -28.6% | -21.6% |
| 1Y | -20.9% | +27.2% | -48.1% | -22.1% |
| 3Y | -13.3% | +300.3% | -313.6% | -18.4% |
| 5Y | -18.5% | +539.8% | -558.3% | -23.8% |
| All | +66.1% | +1,127.2% | -1,061.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling