-19.9%
OTIS vs GLXY
-35.4%
+15.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.5% | -0.5% |
| 7D | -3.0% | +16.9% | -19.9% | -2.7% |
| 30D | +14.0% | -23.0% | +37.0% | +14.0% |
| 3M | +4.9% | -28.0% | +32.9% | +5.0% |
| 6M | +5.4% | -51.6% | +57.0% | +6.1% |
| YTD | -10.2% | -32.1% | +21.9% | -10.1% |
| 1Y | -13.4% | -51.5% | +38.1% | -12.8% |
| All | -19.9% | -35.4% | +15.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling