+211.9%
GS vs OSCR
-13.8%
+225.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | +5.9% | +1.3% | +4.6% | +5.7% |
| 30D | +4.3% | -9.5% | +13.8% | +5.0% |
| 3M | -11.7% | +0.9% | -12.5% | -11.9% |
| 6M | -3.2% | +31.5% | -34.6% | -5.7% |
| YTD | +5.8% | +116.1% | -110.3% | -1.1% |
| 1Y | +16.0% | +122.6% | -106.6% | +7.9% |
| 3Y | +199.8% | +356.6% | -156.9% | +154.4% |
| 5Y | +155.5% | +154.9% | +0.6% | +110.8% |
| All | +211.9% | -13.8% | +225.7% | +173.5% |
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