+137.3%
GD vs OSCR
-9.5%
+146.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | +0.4% |
| 7D | -3.2% | +1.1% | -4.2% | -3.2% |
| 30D | -9.6% | +16.5% | -26.1% | -10.0% |
| 3M | +4.3% | +17.0% | -12.7% | +3.7% |
| 6M | +0.5% | +145.0% | -144.4% | -2.4% |
| YTD | +6.6% | +126.7% | -120.1% | +3.7% |
| 1Y | +11.6% | +67.2% | -55.7% | +9.2% |
| 3Y | +72.6% | +405.1% | -332.6% | +60.1% |
| 5Y | +95.2% | +86.2% | +9.0% | +78.3% |
| All | +137.3% | -9.5% | +146.8% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling