+4.0%
OTIS vs GGLL
+328.7%
-324.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -0.7% | -4.8% | +4.0% | -0.4% |
| 30D | -2.0% | -13.7% | +11.7% | -1.1% |
| 3M | +2.6% | -21.9% | +24.4% | +3.9% |
| 6M | -20.9% | +11.7% | -32.6% | -22.3% |
| YTD | -17.1% | +2.3% | -19.4% | -18.2% |
| 1Y | -15.9% | +76.2% | -92.1% | -20.9% |
| 3Y | -12.7% | +245.0% | -257.7% | -26.2% |
| All | +4.0% | +328.7% | -324.7% | -15.7% |
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 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