-13.6%
OTIS vs GFS
-21.4%
+7.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -5.0% | +3.2% | -8.2% | -5.3% |
| 30D | -6.5% | -9.6% | +3.1% | -5.8% |
| 3M | -2.0% | -38.5% | +36.5% | +1.4% |
| 6M | -20.2% | -1.3% | -18.9% | -22.0% |
| YTD | -21.0% | +31.8% | -52.8% | -25.7% |
| 1Y | -20.9% | +44.6% | -65.4% | -26.8% |
| All | -13.6% | -21.4% | +7.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling