-22.0%
GFS vs OSCR
+386.4%
-408.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +2.3% |
| 7D | +4.5% | +4.7% | -0.2% | +4.0% |
| 30D | -8.2% | +14.8% | -23.0% | -9.5% |
| 3M | -38.9% | +16.7% | -55.5% | -40.1% |
| 6M | -2.9% | +127.5% | -130.4% | -13.4% |
| YTD | +31.8% | +121.0% | -89.2% | +17.3% |
| 1Y | +43.1% | +58.4% | -15.3% | +31.4% |
| All | -22.0% | +386.4% | -408.4% | -47.5% |
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