+17.7%
GFS vs OSCR
+104.5%
-86.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.6% | -14.5% | -5.9% |
| 7D | -12.5% | +15.5% | -28.0% | -12.5% |
| 30D | -16.9% | +8.5% | -25.5% | -16.9% |
| 3M | -22.3% | +15.8% | -38.1% | -22.4% |
| 6M | -40.2% | +89.5% | -129.7% | -41.7% |
| YTD | +16.0% | +144.9% | -128.9% | +6.3% |
| 1Y | +17.7% | +105.1% | -87.4% | +8.6% |
| All | +17.7% | +104.5% | -86.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling