+15.3%
OTIS vs GGLL
+188.6%
-173.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | +4.2% | +3.1% | +1.1% | +4.1% |
| 30D | +20.1% | -36.3% | +56.4% | +22.9% |
| 3M | +7.6% | -40.4% | +48.0% | +10.4% |
| 6M | +4.2% | -54.6% | +58.8% | +8.5% |
| YTD | -8.1% | -31.1% | +23.1% | -7.6% |
| 1Y | -11.5% | -19.2% | +7.7% | -12.4% |
| 3Y | +3.8% | +151.5% | -147.7% | -11.5% |
| All | +15.3% | +188.6% | -173.3% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling