+398.8%
OSCR vs GFI
+287.6%
+111.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +1.6% | -4.9% | +6.5% | +2.0% |
| 30D | +10.7% | +10.7% | -0.1% | +9.7% |
| 3M | +13.4% | +25.6% | -12.3% | +11.2% |
| 6M | +144.6% | -8.3% | +152.8% | +143.9% |
| YTD | +128.0% | +6.3% | +121.7% | +125.3% |
| 1Y | +68.7% | +22.1% | +46.6% | +65.7% |
| 3Y | +398.8% | +289.2% | +109.6% | +363.2% |
| All | +398.8% | +287.6% | +111.1% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling