+91.2%
OTIS vs GPC
+130.2%
-39.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | +18.5% | -1.8% | +20.3% | +19.1% |
| 3M | +7.9% | -6.6% | +14.5% | +10.1% |
| 6M | +5.7% | +21.3% | -15.6% | -1.1% |
| YTD | -9.1% | +4.3% | -13.3% | -11.8% |
| 1Y | -11.6% | +3.3% | -14.8% | -14.1% |
| 3Y | +0.6% | +0.8% | -0.2% | -3.8% |
| 5Y | +1.8% | +7.4% | -5.6% | -4.8% |
| All | +91.2% | +130.2% | -39.0% | +48.8% |
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