-16.8%
OTIS vs GPC
+30.9%
-47.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.2% | -0.6% | -1.5% | -2.0% |
| 30D | -4.3% | +1.3% | -5.6% | -4.8% |
| 3M | -2.2% | +37.1% | -39.3% | -12.8% |
| 6M | -19.9% | +23.2% | -43.1% | -26.0% |
| YTD | -19.3% | +13.1% | -32.4% | -24.4% |
| 1Y | -19.6% | +0.9% | -20.4% | -21.3% |
| 3Y | -11.5% | -0.8% | -10.7% | -15.6% |
| 5Y | -16.8% | +31.1% | -47.9% | -35.4% |
| All | -16.8% | +30.9% | -47.7% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling