+75.5%
OSCR vs GTLB
+14.4%
+61.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | +5.8% | +11.1% | -5.2% | +3.6% |
| 30D | +7.1% | +37.8% | -30.7% | 0.0% |
| 3M | +36.7% | +61.6% | -24.9% | +23.1% |
| 6M | +114.3% | +98.9% | +15.4% | +84.1% |
| YTD | +124.4% | +32.8% | +91.7% | +110.2% |
| 1Y | +75.5% | +14.7% | +60.8% | +75.6% |
| All | +75.5% | +14.4% | +61.0% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling