+71.4%
OTIS vs GME
+1,936.7%
-1,865.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -4.7% | -1.4% | -3.3% | -4.7% |
| 3M | +1.2% | -15.1% | +16.4% | +1.4% |
| 6M | -20.5% | -22.5% | +2.0% | -20.3% |
| YTD | -18.4% | -5.9% | -12.5% | -18.4% |
| 1Y | -18.1% | -18.6% | +0.6% | -17.9% |
| 3Y | -10.6% | +6.7% | -17.2% | -12.2% |
| 5Y | -16.1% | -62.0% | +45.9% | -17.3% |
| All | +71.4% | +1,936.7% | -1,865.2% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling