+13.1%
GSK vs OSCR
+104.5%
-91.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.6% | -3.5% | +4.9% |
| 7D | +4.9% | +15.5% | -10.5% | +4.8% |
| 30D | +9.9% | +8.5% | +1.3% | +9.8% |
| 3M | +0.2% | +15.8% | -15.7% | +0.1% |
| 6M | +2.3% | +89.5% | -87.2% | +2.4% |
| YTD | +7.1% | +144.9% | -137.8% | +7.7% |
| 1Y | +13.1% | +105.1% | -92.0% | +13.5% |
| All | +13.1% | +104.5% | -91.4% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling