-5.8%
OSCR vs GPC
+43.9%
-49.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +1.6% | -3.2% | +4.8% | +2.7% |
| 30D | +10.7% | +0.5% | +10.1% | +10.4% |
| 3M | +13.4% | +31.7% | -18.4% | +1.5% |
| 6M | +144.6% | +24.7% | +119.8% | +122.8% |
| YTD | +128.0% | +11.8% | +116.3% | +113.5% |
| 1Y | +68.7% | -3.0% | +71.6% | +68.1% |
| 3Y | +398.8% | -1.1% | +399.9% | +373.4% |
| 5Y | +87.3% | +30.5% | +56.8% | +69.3% |
| All | -5.8% | +43.9% | -49.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling