-6.1%
OTIS vs GFS
0.0%
-6.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.5% |
| 7D | -3.0% | +3.8% | -6.8% | -3.4% |
| 30D | -6.0% | -11.7% | +5.7% | -4.6% |
| 3M | -0.9% | -41.8% | +40.9% | +5.7% |
| 6M | -17.3% | +6.6% | -24.0% | -20.4% |
| YTD | -19.6% | +34.6% | -54.2% | -25.9% |
| 1Y | -21.0% | +46.2% | -67.2% | -28.6% |
| 3Y | -12.1% | -20.3% | +8.2% | -14.0% |
| All | -6.1% | 0.0% | -6.1% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling