-16.8%
OTIS vs GRMN
+73.8%
-90.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | -4.3% | -13.1% | +8.8% | -1.5% |
| 3M | -2.2% | +14.9% | -17.1% | -5.5% |
| 6M | -19.9% | +13.1% | -33.0% | -22.5% |
| YTD | -19.3% | +35.3% | -54.6% | -25.1% |
| 1Y | -19.6% | +16.0% | -35.6% | -23.0% |
| 3Y | -11.5% | +179.6% | -191.1% | -40.5% |
| All | -16.8% | +73.8% | -90.7% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling