+187.0%
GS vs OSCR
+92.3%
+94.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.0% | -0.5% |
| 7D | +2.4% | +4.7% | -2.3% | +2.0% |
| 30D | -0.1% | +14.8% | -14.8% | -1.2% |
| 3M | +0.2% | +16.7% | -16.5% | -1.3% |
| 6M | +24.8% | +127.5% | -102.7% | +16.1% |
| YTD | +18.8% | +121.0% | -102.3% | +10.5% |
| 1Y | +37.3% | +58.4% | -21.1% | +30.0% |
| 3Y | +237.9% | +392.4% | -154.5% | +181.6% |
| 5Y | +187.0% | +80.5% | +106.6% | +130.3% |
| All | +187.0% | +92.3% | +94.8% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling