+73.7%
GD vs OSCR
+402.4%
-328.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.8% |
| 7D | -3.5% | +10.7% | -14.1% | -3.7% |
| 30D | -9.0% | +18.3% | -27.4% | -9.4% |
| 3M | +5.1% | +20.5% | -15.4% | +4.6% |
| 6M | -1.0% | +138.5% | -139.5% | -2.8% |
| YTD | +7.3% | +129.7% | -122.4% | +5.4% |
| 1Y | +12.4% | +62.8% | -50.3% | +10.8% |
| 3Y | +73.7% | +411.8% | -338.1% | +73.9% |
| All | +73.7% | +402.4% | -328.7% | +73.9% |
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