-16.5%
OTIS vs GSK
+47.2%
-63.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.0% | -3.5% | +0.6% | -2.0% |
| 30D | -6.0% | -3.4% | -2.6% | -5.2% |
| 3M | -0.9% | -8.1% | +7.3% | +1.3% |
| 6M | -17.3% | -11.1% | -6.2% | -14.8% |
| YTD | -19.6% | +0.7% | -20.3% | -19.8% |
| 1Y | -21.0% | +20.1% | -41.2% | -25.0% |
| 3Y | -12.1% | +46.1% | -58.2% | -21.7% |
| All | -16.5% | +47.2% | -63.7% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling