+19.1%
GLD vs OSCR
+64.1%
-45.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -2.0% | +1.6% | -3.6% | -2.0% |
| 30D | -1.5% | +10.7% | -12.2% | -1.9% |
| 3M | +3.2% | +13.4% | -10.1% | +2.6% |
| 6M | -16.3% | +144.6% | -160.8% | -19.6% |
| YTD | +0.6% | +128.0% | -127.4% | -3.3% |
| 1Y | +19.1% | +68.7% | -49.5% | +13.3% |
| All | +19.1% | +64.1% | -45.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling