+71.4%
OTIS vs GSK
+93.3%
-21.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.8% |
| 7D | -0.8% | -4.2% | +3.4% | +0.6% |
| 30D | -4.7% | -7.5% | +2.8% | -2.5% |
| 3M | +1.2% | -3.3% | +4.5% | +2.1% |
| 6M | -20.5% | -9.3% | -11.2% | -18.3% |
| YTD | -18.4% | +1.6% | -20.0% | -19.1% |
| 1Y | -18.1% | +25.5% | -43.6% | -24.1% |
| 3Y | -10.6% | +49.3% | -59.8% | -23.0% |
| 5Y | -16.1% | +46.7% | -62.7% | -28.7% |
| All | +71.4% | +93.3% | -21.8% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling