+21.1%
GLDM vs OSCR
+56.5%
-35.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.1% |
| 7D | +0.2% | +4.7% | -4.6% | 0.0% |
| 30D | +0.3% | +14.8% | -14.5% | -0.3% |
| 3M | +3.3% | +16.7% | -13.4% | +2.5% |
| 6M | -14.5% | +127.5% | -142.0% | -17.7% |
| YTD | +1.9% | +121.0% | -119.1% | -1.9% |
| 1Y | +21.1% | +58.4% | -37.3% | +15.8% |
| All | +21.1% | +56.5% | -35.4% | +15.8% |
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