+262.7%
GE vs OWL
+3.8%
+258.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.0% |
| 7D | -1.2% | -6.4% | +5.1% | +0.5% |
| 30D | -11.3% | -5.0% | -6.3% | -10.3% |
| 3M | -1.4% | +15.4% | -16.8% | -6.0% |
| 6M | +1.2% | +15.5% | -14.3% | -4.3% |
| YTD | +5.9% | -22.7% | +28.6% | +12.9% |
| 1Y | +18.4% | -34.1% | +52.5% | +32.1% |
| All | +262.7% | +3.8% | +258.9% | +253.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling