+69.1%
OTIS vs GWRE
+76.2%
-7.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -3.0% | -13.2% | +10.3% | -1.0% |
| 30D | -6.0% | -18.6% | +12.6% | -3.8% |
| 3M | -0.9% | +18.9% | -19.8% | -4.5% |
| 6M | -17.3% | -11.0% | -6.4% | -17.5% |
| YTD | -19.6% | -29.9% | +10.3% | -16.5% |
| 1Y | -21.0% | -44.3% | +23.3% | -14.4% |
| 3Y | -12.1% | +51.7% | -63.8% | -27.2% |
| 5Y | -17.1% | +15.4% | -32.5% | -27.2% |
| All | +69.1% | +76.2% | -7.1% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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