+199.0%
GS vs OSCR
+400.3%
-201.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.1% |
| 7D | +1.6% | +3.3% | -1.7% | +1.3% |
| 30D | +1.7% | +0.3% | +1.4% | +1.6% |
| 3M | -11.6% | +21.0% | -32.5% | -13.0% |
| 6M | -1.9% | +57.1% | -59.0% | -5.9% |
| YTD | +5.1% | +132.9% | -127.9% | -2.5% |
| 1Y | +16.4% | +129.1% | -112.7% | +7.9% |
| 3Y | +199.0% | +370.7% | -171.8% | +157.6% |
| All | +199.0% | +400.3% | -201.3% | +157.6% |
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