-10.1%
OTIS vs GFS
+15.5%
-25.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.9% | +9.8% | +3.7% |
| 7D | +9.5% | -12.5% | +22.0% | +9.1% |
| 30D | +21.1% | -16.9% | +38.0% | +20.6% |
| 3M | +9.0% | -22.3% | +31.3% | +8.6% |
| 6M | +6.4% | -40.2% | +46.7% | +5.9% |
| YTD | -7.1% | +16.0% | -23.1% | -8.7% |
| 1Y | -10.1% | +17.7% | -27.8% | -12.2% |
| All | -10.1% | +15.5% | -25.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling