+0.6%
OTIS vs GGLL
+166.5%
-165.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.1% |
| 7D | -1.3% | +7.7% | -9.0% | -1.5% |
| 30D | +12.8% | -30.2% | +43.0% | +13.8% |
| 3M | +7.4% | -31.3% | +38.6% | +8.3% |
| 6M | +7.7% | -52.1% | +59.8% | +10.0% |
| YTD | -9.3% | -25.9% | +16.6% | -9.4% |
| 1Y | -12.1% | -8.5% | -3.7% | -13.0% |
| 3Y | +0.6% | +165.5% | -164.9% | -3.7% |
| All | +0.6% | +166.5% | -165.9% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling