-7.7%
OTIS vs GFS
-2.1%
-5.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -5.0% | +3.2% | -8.2% | -5.4% |
| 30D | -6.5% | -9.6% | +3.1% | -5.4% |
| 3M | -2.0% | -38.5% | +36.5% | +3.7% |
| 6M | -20.2% | -1.3% | -18.9% | -22.3% |
| YTD | -21.0% | +31.8% | -52.8% | -27.0% |
| 1Y | -20.9% | +44.6% | -65.4% | -28.4% |
| 3Y | -13.3% | -20.6% | +7.3% | -15.3% |
| All | -7.7% | -2.1% | -5.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling