+394.3%
GLW vs OSCR
-9.0%
+403.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | +7.8% | +1.6% | +6.2% | +7.7% |
| 30D | -0.4% | +10.7% | -11.1% | -1.0% |
| 3M | -5.6% | +13.4% | -18.9% | -6.5% |
| 6M | +26.7% | +144.6% | -117.8% | +19.1% |
| YTD | +91.0% | +128.0% | -37.0% | +79.7% |
| 1Y | +122.4% | +68.7% | +53.8% | +111.9% |
| 3Y | +471.0% | +398.8% | +72.2% | +388.6% |
| 5Y | +385.6% | +87.3% | +298.4% | +299.2% |
| All | +394.3% | -9.0% | +403.2% | +327.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling