+8.2%
GD vs OSCR
+104.5%
-96.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.6% | -11.1% | -3.0% |
| 7D | +3.0% | +15.5% | -12.5% | +2.2% |
| 30D | +10.5% | +8.5% | +2.0% | +10.0% |
| 3M | -5.0% | +15.8% | -20.8% | -5.8% |
| 6M | +5.5% | +89.5% | -84.0% | +2.1% |
| YTD | +10.3% | +144.9% | -134.5% | +5.5% |
| 1Y | +8.2% | +105.1% | -96.9% | +3.3% |
| All | +8.2% | +104.5% | -96.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling