-10.1%
OTIS vs GPC
+6.5%
-16.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.4% |
| 7D | +9.5% | +4.1% | +5.4% | +8.4% |
| 30D | +21.1% | +0.1% | +21.0% | +20.9% |
| 3M | +9.0% | -3.9% | +12.9% | +9.9% |
| 6M | +6.4% | +24.4% | -18.0% | +1.6% |
| YTD | -7.1% | +5.7% | -12.8% | -15.9% |
| 1Y | -10.1% | +6.8% | -16.9% | -20.7% |
| All | -10.1% | +6.5% | -16.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling