-2.4%
GFS vs OSCR
+90.7%
-93.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | +5.8% | -4.8% | +0.3% |
| 30D | -8.6% | +7.1% | -15.7% | -9.5% |
| 3M | -46.5% | +36.7% | -83.2% | -49.1% |
| 6M | -4.8% | +114.3% | -119.1% | -15.9% |
| YTD | +29.7% | +124.4% | -94.8% | +13.2% |
| 1Y | +35.8% | +75.5% | -39.6% | +21.2% |
| 3Y | -18.3% | +390.1% | -408.5% | -42.8% |
| All | -2.4% | +90.7% | -93.1% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling