+66.1%
OTIS vs GPC
+147.6%
-81.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -5.0% | -1.8% | -3.3% | -4.5% |
| 30D | -6.5% | +0.1% | -6.6% | -6.5% |
| 3M | -2.0% | +37.4% | -39.3% | -11.7% |
| 6M | -20.2% | +25.4% | -45.6% | -26.1% |
| YTD | -21.0% | +12.2% | -33.1% | -25.1% |
| 1Y | -20.9% | -0.3% | -20.5% | -22.1% |
| 3Y | -13.3% | -1.6% | -11.7% | -16.4% |
| 5Y | -18.5% | +31.0% | -49.5% | -28.1% |
| All | +66.1% | +147.6% | -81.5% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling