-13.6%
OTIS vs GSK
+47.2%
-60.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -5.0% | -5.4% | +0.4% | -3.6% |
| 30D | -6.5% | -4.6% | -1.9% | -5.4% |
| 3M | -2.0% | -5.1% | +3.2% | -0.7% |
| 6M | -20.2% | -11.4% | -8.8% | -17.7% |
| YTD | -21.0% | +0.7% | -21.7% | -21.1% |
| 1Y | -20.9% | +23.0% | -43.9% | -24.7% |
| All | -13.6% | +47.2% | -60.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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