+148.9%
GLD vs OSCR
-8.3%
+157.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.8% |
| 7D | +0.7% | +10.7% | -9.9% | +0.6% |
| 30D | +0.3% | +18.3% | -18.0% | 0.0% |
| 3M | +0.6% | +20.5% | -19.9% | +0.3% |
| 6M | -15.6% | +138.5% | -154.1% | -16.8% |
| YTD | +0.9% | +129.7% | -128.9% | -0.6% |
| 1Y | +19.4% | +62.8% | -43.4% | +17.9% |
| 3Y | +124.5% | +411.8% | -287.3% | +116.4% |
| 5Y | +138.9% | +99.9% | +39.0% | +130.5% |
| All | +148.9% | -8.3% | +157.2% | +150.6% |
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