-28.1%
OTIS vs GLXY
+7.0%
-35.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | -1.0% |
| 7D | -2.2% | +4.5% | -6.7% | -2.2% |
| 30D | -4.3% | +28.8% | -33.2% | -4.6% |
| 3M | -2.2% | -23.0% | +20.9% | -1.7% |
| 6M | -19.9% | +17.0% | -36.9% | -20.3% |
| YTD | -19.3% | +12.5% | -31.8% | -19.5% |
| 1Y | -19.6% | -5.4% | -14.2% | -19.3% |
| All | -28.1% | +7.0% | -35.1% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling