+105.1%
OSCR vs GTLB
+6.1%
+99.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | +15.5% | -9.7% | +25.1% | +17.0% |
| 30D | +8.5% | +1.7% | +6.9% | +8.1% |
| 3M | +15.8% | +43.6% | -27.7% | +9.3% |
| 6M | +89.5% | +113.0% | -23.5% | +69.9% |
| YTD | +144.9% | +39.5% | +105.3% | +118.1% |
| 1Y | +105.1% | +12.6% | +92.4% | +83.1% |
| All | +105.1% | +6.1% | +99.0% | +83.1% |
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