-11.6%
OTIS vs GTLB
-49.8%
+38.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -5.0% | -4.1% | -0.9% | -4.8% |
| 30D | -6.5% | +12.3% | -18.8% | -7.3% |
| 3M | -2.0% | +65.9% | -67.9% | -5.7% |
| 6M | -20.2% | +104.0% | -124.1% | -24.7% |
| YTD | -21.0% | +26.0% | -47.0% | -22.9% |
| 1Y | -20.9% | -3.5% | -17.4% | -21.4% |
| 3Y | -13.3% | -9.6% | -3.7% | -15.9% |
| All | -11.6% | -49.8% | +38.3% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling