+59.8%
GD vs OSCR
+354.6%
-294.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +2.1% |
| 7D | -3.0% | +3.7% | -6.7% | -3.2% |
| 30D | +9.3% | -3.7% | +13.0% | +9.4% |
| 3M | -7.2% | +15.2% | -22.4% | -7.6% |
| 6M | +5.5% | +50.8% | -45.4% | +4.2% |
| YTD | +9.5% | +123.7% | -114.2% | +7.1% |
| 1Y | +6.4% | +81.4% | -74.9% | +4.4% |
| 3Y | +59.8% | +376.1% | -316.3% | +50.9% |
| All | +59.8% | +354.6% | -294.7% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling