+1.3%
GFS vs OSCR
+93.8%
-92.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +3.8% | +1.6% | +2.2% | +3.6% |
| 30D | -11.7% | +10.7% | -22.4% | -12.9% |
| 3M | -41.8% | +13.4% | -55.1% | -43.1% |
| 6M | +6.6% | +144.6% | -137.9% | -7.5% |
| YTD | +34.6% | +128.0% | -93.4% | +17.3% |
| 1Y | +46.2% | +68.7% | -22.5% | +31.2% |
| 3Y | -20.3% | +398.8% | -419.1% | -44.3% |
| All | +1.3% | +93.8% | -92.5% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling