+74.2%
OTIS vs GRMN
+343.9%
-269.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.7% | -2.9% | +2.1% | 0.0% |
| 30D | -2.0% | -8.4% | +6.4% | +0.2% |
| 3M | +2.6% | +15.0% | -12.4% | -1.7% |
| 6M | -20.9% | +11.2% | -32.1% | -23.7% |
| YTD | -17.1% | +37.7% | -54.8% | -24.7% |
| 1Y | -15.9% | +18.5% | -34.4% | -20.8% |
| 3Y | -12.7% | +175.8% | -188.5% | -43.2% |
| 5Y | -15.7% | +75.1% | -90.8% | -34.6% |
| All | +74.2% | +343.9% | -269.7% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling