+253.5%
GS vs OSCR
-10.4%
+263.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.9% | +5.8% | -4.9% | +0.5% |
| 30D | -1.6% | +7.1% | -8.7% | -2.2% |
| 3M | -4.5% | +36.7% | -41.1% | -7.0% |
| 6M | +20.9% | +114.3% | -93.4% | +13.3% |
| YTD | +19.9% | +124.4% | -104.5% | +11.8% |
| 1Y | +41.4% | +75.5% | -34.1% | +33.3% |
| 3Y | +239.2% | +390.1% | -151.0% | +186.0% |
| 5Y | +185.0% | +77.1% | +107.9% | +136.8% |
| All | +253.5% | -10.4% | +263.9% | +209.5% |
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