+69.1%
OTIS vs GME
+2,180.3%
-2,111.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.7% |
| 7D | -3.0% | +10.4% | -13.3% | -3.1% |
| 30D | -6.0% | +14.1% | -20.1% | -6.2% |
| 3M | -0.9% | -4.6% | +3.8% | -0.8% |
| 6M | -17.3% | -13.5% | -3.8% | -17.2% |
| YTD | -19.6% | +5.3% | -24.9% | -19.7% |
| 1Y | -21.0% | -14.9% | -6.1% | -20.9% |
| 3Y | -12.1% | +24.3% | -36.4% | -13.8% |
| 5Y | -17.1% | -55.6% | +38.5% | -18.4% |
| All | +69.1% | +2,180.3% | -2,111.2% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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