+0.1%
OTIS vs GPC
+0.2%
-0.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.8% | +0.4% | -2.3% | -2.0% |
| 30D | +12.1% | -6.3% | +18.4% | +14.1% |
| 3M | +6.8% | -8.2% | +14.9% | +9.2% |
| 6M | +7.1% | +27.1% | -20.0% | +0.3% |
| YTD | -9.8% | +3.1% | -12.9% | -12.4% |
| 1Y | -12.6% | +0.1% | -12.7% | -14.5% |
| 3Y | +0.1% | +0.2% | -0.2% | -5.8% |
| All | +0.1% | +0.2% | -0.1% | -5.8% |
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