-29.5%
OTIS vs GLXY
+2.7%
-32.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -2.0% |
| 7D | -5.0% | -8.9% | +3.9% | -4.9% |
| 30D | -6.5% | +19.9% | -26.4% | -6.7% |
| 3M | -2.0% | -20.0% | +18.0% | -1.6% |
| 6M | -20.2% | +10.5% | -30.7% | -20.5% |
| YTD | -21.0% | +7.9% | -28.9% | -21.1% |
| 1Y | -20.9% | -7.5% | -13.4% | -20.6% |
| All | -29.5% | +2.7% | -32.2% | -30.9% |
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