+516.5%
GE vs OWL
+22.7%
+493.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.7% |
| 7D | -2.8% | -11.9% | +9.1% | +0.5% |
| 30D | -11.9% | -13.7% | +1.8% | -8.7% |
| 3M | +1.8% | +12.3% | -10.4% | -2.0% |
| 6M | -0.6% | +15.0% | -15.6% | -5.7% |
| YTD | +5.5% | -25.7% | +31.2% | +12.4% |
| 1Y | +15.0% | -39.5% | +54.5% | +28.9% |
| 3Y | +269.5% | +0.9% | +268.6% | +255.8% |
| 5Y | +422.4% | -16.5% | +439.0% | +390.0% |
| All | +516.5% | +22.7% | +493.9% | +469.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling