+92.2%
GD vs OSCR
+92.3%
-0.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -1.0% |
| 7D | -3.1% | +4.7% | -7.8% | -3.3% |
| 30D | -10.9% | +14.8% | -25.7% | -11.4% |
| 3M | +2.5% | +16.7% | -14.2% | +1.8% |
| 6M | -1.7% | +127.5% | -129.2% | -4.7% |
| YTD | +6.1% | +121.0% | -114.9% | +2.9% |
| 1Y | +11.7% | +58.4% | -46.7% | +9.1% |
| 3Y | +71.8% | +392.4% | -320.6% | +56.9% |
| 5Y | +92.2% | +80.5% | +11.7% | +78.0% |
| All | +92.2% | +92.3% | -0.1% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling