+209.8%
GS vs OSCR
-7.0%
+216.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| YTD | +5.1% | +132.9% | -127.9% | -2.4% |
| 1Y | +16.4% | +129.1% | -112.7% | +8.0% |
| 3Y | +199.0% | +370.7% | -171.8% | +153.1% |
| 5Y | +157.4% | +102.6% | +54.8% | +112.4% |
| All | +209.8% | -7.0% | +216.8% | +170.1% |
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