-10.0%
OTIS vs GTLB
-50.1%
+40.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.8% |
| 7D | -3.0% | -5.7% | +2.7% | -2.6% |
| 30D | -6.0% | +15.1% | -21.2% | -7.0% |
| 3M | -0.9% | +65.5% | -66.3% | -4.6% |
| 6M | -17.3% | +102.9% | -120.2% | -22.0% |
| YTD | -19.6% | +25.2% | -44.8% | -21.5% |
| 1Y | -21.0% | -5.5% | -15.5% | -21.4% |
| 3Y | -12.1% | -10.9% | -1.2% | -14.6% |
| All | -10.0% | -50.1% | +40.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling