+130.8%
GLDM vs OSCR
-10.8%
+141.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.1% |
| 7D | -2.0% | -8.8% | +6.8% | -1.8% |
| 30D | -4.4% | -5.6% | +1.1% | -4.4% |
| 3M | -8.8% | +14.8% | -23.6% | -9.1% |
| 6M | -15.9% | +46.0% | -61.8% | -16.5% |
| YTD | -7.7% | +123.5% | -131.1% | -9.0% |
| 1Y | -3.6% | +116.2% | -119.8% | -5.0% |
| 3Y | +105.2% | +351.6% | -246.4% | +98.4% |
| 5Y | +112.8% | +157.5% | -44.7% | +104.8% |
| All | +130.8% | -10.8% | +141.6% | +133.0% |
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 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