+110.9%
GLDM vs OSCR
+354.6%
-243.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.8% |
| 7D | +5.0% | +3.7% | +1.3% | +4.9% |
| 30D | -1.3% | -3.7% | +2.4% | -1.3% |
| 3M | -4.7% | +15.2% | -19.9% | -4.9% |
| 6M | -12.4% | +50.8% | -63.2% | -13.0% |
| YTD | -4.1% | +123.7% | -127.7% | -5.3% |
| 1Y | +3.3% | +81.4% | -78.0% | +2.0% |
| 3Y | +110.9% | +376.1% | -265.2% | +107.7% |
| All | +110.9% | +354.6% | -243.7% | +107.7% |
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