+130.5%
GLDM vs OSCR
+413.5%
-283.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +5.8% | -6.4% | -0.6% |
| 30D | +4.4% | +7.1% | -2.7% | +4.3% |
| 3M | -1.1% | +36.7% | -37.7% | -1.5% |
| 6M | -13.7% | +114.3% | -128.0% | -14.5% |
| YTD | +2.8% | +124.4% | -121.7% | +1.7% |
| 1Y | +24.8% | +75.5% | -50.6% | +23.5% |
| All | +130.5% | +413.5% | -283.0% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling