+41.4%
GS vs OSCR
+75.7%
-34.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.9% | +5.8% | -4.9% | +0.3% |
| 30D | -1.6% | +7.1% | -8.7% | -2.5% |
| 3M | -4.5% | +36.7% | -41.1% | -8.3% |
| 6M | +20.9% | +114.3% | -93.4% | +8.0% |
| YTD | +19.9% | +124.4% | -104.5% | +6.5% |
| 1Y | +41.4% | +75.5% | -34.1% | +27.9% |
| All | +41.4% | +75.7% | -34.3% | +27.9% |
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