+66.1%
OTIS vs GRMN
+336.2%
-270.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | -1.8% | -3.2% | -4.6% |
| 30D | -6.5% | -12.1% | +5.6% | -3.4% |
| 3M | -2.0% | +18.0% | -19.9% | -6.7% |
| 6M | -20.2% | +13.7% | -33.9% | -23.4% |
| YTD | -21.0% | +35.3% | -56.3% | -27.9% |
| 1Y | -20.9% | +17.2% | -38.1% | -25.3% |
| 3Y | -13.3% | +179.6% | -193.0% | -44.2% |
| 5Y | -18.5% | +75.6% | -94.1% | -37.0% |
| All | +66.1% | +336.2% | -270.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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