-20.1%
GFS vs OSCR
+339.8%
-359.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.5% |
| 7D | +7.4% | +1.3% | +6.1% | +7.2% |
| 30D | -15.3% | -9.5% | -5.7% | -14.6% |
| 3M | -21.1% | +0.9% | -22.0% | -21.4% |
| 6M | -44.5% | +31.5% | -75.9% | -46.6% |
| YTD | +19.2% | +116.1% | -96.8% | +6.8% |
| 1Y | +27.2% | +122.6% | -95.3% | +13.1% |
| 3Y | -20.1% | +356.6% | -376.8% | -44.0% |
| All | -20.1% | +339.8% | -359.9% | -44.0% |
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 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