-2.1%
GLDM vs OSCR
+107.5%
-109.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.8% | -2.9% |
| 7D | +2.9% | +3.3% | -0.4% | +2.6% |
| 30D | -3.9% | +0.3% | -4.2% | -4.0% |
| 3M | -8.1% | +21.0% | -29.1% | -9.4% |
| 6M | -14.7% | +57.1% | -71.8% | -17.8% |
| YTD | -6.6% | +132.9% | -139.5% | -13.6% |
| 1Y | -2.1% | +129.1% | -131.1% | -9.6% |
| All | -2.1% | +107.5% | -109.6% | -9.6% |
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