+395.9%
OSCR vs GPC
-1.9%
+397.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +1.1% | -1.8% | +2.8% | +1.3% |
| 30D | +16.5% | +0.1% | +16.4% | +16.4% |
| 3M | +17.0% | +37.4% | -20.4% | +10.1% |
| 6M | +145.0% | +25.4% | +119.5% | +134.6% |
| YTD | +126.7% | +12.2% | +114.5% | +119.8% |
| 1Y | +67.2% | -0.3% | +67.6% | +66.6% |
| All | +395.9% | -1.9% | +397.8% | +372.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling