-19.3%
GIS vs OSCR
-9.0%
-10.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -6.4% | +1.6% | -8.0% | -6.4% |
| 30D | -6.1% | +10.7% | -16.8% | -6.1% |
| 3M | +7.8% | +13.4% | -5.5% | +7.8% |
| 6M | -8.8% | +144.6% | -153.3% | -8.6% |
| YTD | -19.1% | +128.0% | -147.2% | -19.0% |
| 1Y | -24.8% | +68.7% | -93.4% | -24.6% |
| 3Y | -37.6% | +398.8% | -436.3% | -36.8% |
| 5Y | -25.4% | +87.3% | -112.7% | -24.2% |
| All | -19.3% | -9.0% | -10.3% | -18.8% |
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