+147.2%
GD vs OSCR
-10.8%
+158.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +0.6% | -8.8% | +9.4% | +0.9% |
| 30D | +9.5% | -5.6% | +15.1% | +9.6% |
| 3M | -5.8% | +14.8% | -20.6% | -6.3% |
| 6M | +7.7% | +46.0% | -38.2% | +6.2% |
| YTD | +11.1% | +123.5% | -112.4% | +8.0% |
| 1Y | +6.1% | +116.2% | -110.1% | +3.1% |
| 3Y | +59.8% | +351.6% | -291.8% | +48.8% |
| 5Y | +104.6% | +157.5% | -52.9% | +87.5% |
| All | +147.2% | -10.8% | +158.0% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling