+122.2%
GLD vs OSCR
+398.9%
-276.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.8% |
| 7D | -3.4% | +1.1% | -4.4% | -3.4% |
| 30D | -1.1% | +16.5% | -17.6% | -1.4% |
| 3M | +5.8% | +17.0% | -11.2% | +5.6% |
| 6M | -17.1% | +145.0% | -162.0% | -18.0% |
| YTD | 0.0% | +126.7% | -126.7% | -1.1% |
| 1Y | +18.2% | +67.2% | -49.0% | +16.9% |
| All | +122.2% | +398.9% | -276.8% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling