+9.5%
GH vs OSCR
-9.0%
+18.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.5% | +1.6% | -4.1% | -2.8% |
| 30D | -4.7% | +10.7% | -15.4% | -6.8% |
| 3M | +20.2% | +13.4% | +6.9% | +16.8% |
| 6M | +78.8% | +144.6% | -65.8% | +48.1% |
| YTD | +54.1% | +128.0% | -74.0% | +28.7% |
| 1Y | +177.1% | +68.7% | +108.4% | +139.7% |
| 3Y | +371.6% | +398.8% | -27.2% | +169.4% |
| 5Y | +21.9% | +87.3% | -65.3% | -26.3% |
| All | +9.5% | -9.0% | +18.5% | -19.0% |
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 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