+15.7%
GEHC vs OWL
-28.0%
+43.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +5.9% |
| 7D | +13.2% | +10.1% | +3.0% | +11.5% |
| 30D | +30.6% | +18.7% | +11.9% | +27.2% |
| 3M | +22.2% | -6.2% | +28.4% | +22.7% |
| 6M | +40.8% | +9.8% | +31.0% | +38.9% |
| YTD | +4.8% | -24.2% | +29.0% | +15.0% |
| 1Y | +15.7% | -26.6% | +42.3% | +27.3% |
| All | +15.7% | -28.0% | +43.8% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling