-10.6%
OTIS vs GPC
-2.2%
-8.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -4.7% | -0.4% | -4.3% | -4.6% |
| 3M | +1.2% | +39.2% | -38.0% | -7.1% |
| 6M | -20.5% | +18.2% | -38.7% | -24.2% |
| YTD | -18.4% | +12.1% | -30.5% | -22.3% |
| 1Y | -18.1% | -0.7% | -17.4% | -19.5% |
| 3Y | -10.6% | -1.7% | -8.9% | -14.8% |
| All | -10.6% | -2.2% | -8.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling