-27.3%
OTIS vs GLXY
+15.1%
-42.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.6% |
| 7D | -0.8% | +15.5% | -16.2% | -0.9% |
| 30D | -4.7% | +34.1% | -38.8% | -5.0% |
| 3M | +1.2% | -11.3% | +12.6% | +1.5% |
| 6M | -20.5% | +31.6% | -52.1% | -21.0% |
| YTD | -18.4% | +21.0% | -39.4% | -18.6% |
| 1Y | -18.1% | +11.7% | -29.8% | -17.9% |
| All | -27.3% | +15.1% | -42.4% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling