-5.1%
OSCR vs GPC
+44.3%
-49.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.4% |
| 7D | +10.7% | +0.2% | +10.5% | +10.5% |
| 30D | +18.3% | -0.4% | +18.7% | +18.5% |
| 3M | +20.5% | +39.2% | -18.7% | +5.6% |
| 6M | +138.5% | +18.2% | +120.3% | +122.1% |
| YTD | +129.7% | +12.1% | +117.6% | +114.9% |
| 1Y | +62.8% | -0.7% | +63.4% | +60.6% |
| 3Y | +411.8% | -1.7% | +413.5% | +388.4% |
| 5Y | +99.9% | +29.3% | +70.6% | +80.0% |
| All | -5.1% | +44.3% | -49.5% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling