-6.9%
GLDM vs OSCR
+109.8%
-116.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | -4.6% | +1.3% | -5.9% | -4.7% |
| 30D | -5.5% | -9.5% | +4.1% | -5.0% |
| 3M | -10.9% | +0.9% | -11.7% | -11.1% |
| 6M | -17.3% | +31.5% | -48.8% | -19.3% |
| YTD | -10.2% | +116.1% | -126.2% | -16.4% |
| 1Y | -6.9% | +122.6% | -129.5% | -13.6% |
| All | -6.9% | +109.8% | -116.7% | -13.6% |
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 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