+91.5%
OSCR vs GFI
+538.3%
-446.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +1.6% | -2.7% | +4.3% | +1.8% |
| 30D | +10.7% | +13.2% | -2.6% | +9.4% |
| 3M | +13.4% | +28.5% | -15.1% | +10.7% |
| 6M | +144.6% | -6.2% | +150.7% | +143.9% |
| YTD | +128.0% | +8.7% | +119.3% | +124.1% |
| 1Y | +68.7% | +24.8% | +43.8% | +63.7% |
| 3Y | +398.8% | +298.0% | +100.8% | +330.6% |
| All | +91.5% | +538.3% | -446.7% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling