-7.8%
GLDM vs OSCR
+114.4%
-122.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | -3.7% | -1.8% | -5.3% |
| 30D | -7.0% | -5.5% | -1.5% | -6.8% |
| 3M | -12.3% | +7.9% | -20.2% | -12.9% |
| 6M | -17.9% | +34.6% | -52.5% | -20.0% |
| YTD | -10.3% | +122.3% | -132.5% | -16.7% |
| 1Y | -7.8% | +111.5% | -119.3% | -14.3% |
| All | -7.8% | +114.4% | -122.1% | -14.3% |
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