+240.4%
GS vs OSCR
+402.4%
-162.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | +3.4% | +10.7% | -7.3% | +2.6% |
| 30D | +0.2% | +18.3% | -18.1% | -1.2% |
| 3M | -0.3% | +20.5% | -20.8% | -2.0% |
| 6M | +27.4% | +138.5% | -111.1% | +18.0% |
| YTD | +19.6% | +129.7% | -110.1% | +11.1% |
| 1Y | +42.5% | +62.8% | -20.3% | +34.3% |
| 3Y | +240.4% | +411.8% | -171.3% | +179.4% |
| All | +240.4% | +402.4% | -162.0% | +179.4% |
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