+398.8%
OSCR vs GRMN
+190.9%
+207.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.7% | -0.6% |
| 7D | +1.6% | +2.4% | -0.8% | +0.9% |
| 30D | +10.7% | -8.5% | +19.1% | +13.4% |
| 3M | +13.4% | +19.5% | -6.1% | +6.7% |
| 6M | +144.6% | +21.2% | +123.4% | +128.8% |
| YTD | +128.0% | +41.0% | +87.0% | +102.9% |
| 1Y | +68.7% | +19.6% | +49.1% | +58.1% |
| 3Y | +398.8% | +183.8% | +215.0% | +293.2% |
| All | +398.8% | +190.9% | +207.8% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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