-8.7%
OTIS vs GTLB
-50.0%
+41.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.2% |
| 7D | -0.8% | +4.6% | -5.3% | -1.1% |
| 30D | -4.7% | +21.0% | -25.7% | -6.1% |
| 3M | +1.2% | +51.7% | -50.5% | -2.0% |
| 6M | -20.5% | +89.3% | -109.8% | -24.6% |
| YTD | -18.4% | +25.6% | -44.1% | -20.4% |
| 1Y | -18.1% | -1.5% | -16.5% | -18.8% |
| 3Y | -10.6% | -9.9% | -0.6% | -13.2% |
| All | -8.7% | -50.0% | +41.2% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling