-18.5%
OTIS vs GH
+21.3%
-39.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.9% |
| 7D | -5.0% | -1.2% | -3.8% | -4.9% |
| 30D | -6.5% | -3.7% | -2.8% | -6.3% |
| 3M | -2.0% | +21.7% | -23.6% | -3.6% |
| 6M | -20.2% | +75.7% | -95.9% | -23.8% |
| YTD | -21.0% | +55.7% | -76.7% | -24.1% |
| 1Y | -20.9% | +181.1% | -202.0% | -27.7% |
| 3Y | -13.3% | +371.6% | -385.0% | -26.4% |
| 5Y | -18.5% | +23.2% | -41.7% | -29.9% |
| All | -18.5% | +21.3% | -39.8% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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