+150.5%
GLDM vs OSCR
-9.5%
+160.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.8% |
| 7D | -3.4% | +1.1% | -4.5% | -3.4% |
| 30D | -1.1% | +16.5% | -17.6% | -1.3% |
| 3M | +5.9% | +17.0% | -11.1% | +5.6% |
| 6M | -16.9% | +145.0% | -161.9% | -18.1% |
| YTD | +0.2% | +126.7% | -126.6% | -1.2% |
| 1Y | +18.6% | +67.2% | -48.7% | +17.1% |
| 3Y | +124.6% | +405.1% | -280.5% | +116.8% |
| 5Y | +140.6% | +86.2% | +54.4% | +132.8% |
| All | +150.5% | -9.5% | +160.0% | +152.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling