+74.2%
OTIS vs GPC
+154.9%
-80.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | -2.0% | +6.0% | -8.0% | -3.8% |
| 3M | +2.6% | +42.6% | -40.1% | -8.7% |
| 6M | -20.9% | +22.8% | -43.7% | -26.3% |
| YTD | -17.1% | +15.5% | -32.6% | -22.1% |
| 1Y | -15.9% | +2.0% | -17.9% | -17.8% |
| 3Y | -12.7% | -1.4% | -11.3% | -15.8% |
| 5Y | -15.7% | +30.6% | -46.3% | -25.6% |
| All | +74.2% | +154.9% | -80.6% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling