+69.1%
OTIS vs GNRC
+115.1%
-46.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.3% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -6.0% | -15.7% | +9.7% | -3.6% |
| 3M | -0.9% | -27.3% | +26.5% | +3.4% |
| 6M | -17.3% | -12.1% | -5.3% | -16.8% |
| YTD | -19.6% | +37.1% | -56.7% | -25.2% |
| 1Y | -21.0% | -0.5% | -20.6% | -23.0% |
| 3Y | -12.1% | +61.5% | -73.6% | -23.1% |
| 5Y | -17.1% | -58.6% | +41.5% | -11.7% |
| All | +69.1% | +115.1% | -46.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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