-0.8%
GFS vs OSCR
+92.7%
-93.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +3.2% | +1.1% | +2.2% | +3.0% |
| 30D | -9.6% | +16.5% | -26.0% | -11.4% |
| 3M | -38.5% | +17.0% | -55.5% | -40.1% |
| 6M | -1.3% | +145.0% | -146.3% | -14.4% |
| YTD | +31.8% | +126.7% | -94.9% | +14.9% |
| 1Y | +44.6% | +67.2% | -22.7% | +29.9% |
| 3Y | -20.6% | +405.1% | -425.7% | -44.7% |
| All | -0.8% | +92.7% | -93.5% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling