-12.1%
OTIS vs GRMN
+190.9%
-203.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.5% | +1.3% |
| 7D | -3.0% | +2.4% | -5.4% | -3.2% |
| 30D | -6.0% | -8.5% | +2.4% | -5.2% |
| 3M | -0.9% | +19.5% | -20.3% | -2.9% |
| 6M | -17.3% | +21.2% | -38.5% | -19.1% |
| YTD | -19.6% | +41.0% | -60.6% | -22.4% |
| 1Y | -21.0% | +19.6% | -40.6% | -22.9% |
| 3Y | -12.1% | +183.8% | -195.9% | -23.2% |
| All | -12.1% | +190.9% | -203.0% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling