-10.1%
OTIS vs GGLL
-11.6%
+1.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.6% | +3.8% |
| 7D | +9.5% | -23.1% | +32.6% | +9.5% |
| 30D | +21.1% | -32.9% | +54.0% | +21.5% |
| 3M | +9.0% | -44.9% | +53.9% | +10.0% |
| 6M | +6.4% | -49.5% | +56.0% | +7.6% |
| YTD | -7.1% | -28.9% | +21.8% | -8.4% |
| 1Y | -10.1% | -12.2% | +2.1% | -10.8% |
| All | -10.1% | -11.6% | +1.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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