-53.7%
GPN vs OSCR
-9.0%
-44.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -4.6% | +1.6% | -6.2% | -4.8% |
| 30D | -0.3% | +10.7% | -10.9% | -1.4% |
| 3M | +35.4% | +13.4% | +22.1% | +33.1% |
| 6M | +21.7% | +144.6% | -122.9% | +9.3% |
| YTD | +14.9% | +128.0% | -113.2% | +3.6% |
| 1Y | +3.2% | +68.7% | -65.5% | -4.8% |
| 3Y | -27.1% | +398.8% | -425.9% | -44.1% |
| 5Y | -44.4% | +87.3% | -131.6% | -58.3% |
| All | -53.7% | -9.0% | -44.8% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling