+15.0%
OTIS vs GGLL
+195.8%
-180.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.4% |
| 7D | +0.5% | +6.3% | -5.8% | +0.2% |
| 30D | +19.4% | -35.1% | +54.5% | +22.1% |
| 3M | +7.1% | -37.7% | +44.8% | +9.6% |
| 6M | +6.6% | -54.1% | +60.7% | +11.0% |
| YTD | -8.3% | -29.4% | +21.1% | -8.0% |
| 1Y | -11.6% | -13.4% | +1.8% | -12.9% |
| 3Y | +3.1% | +158.3% | -155.2% | -12.3% |
| All | +15.0% | +195.8% | -180.8% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling