+0.8%
GEHC vs OWL
+7.2%
-6.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.8% |
| 7D | -5.2% | -3.9% | -1.2% | -4.2% |
| 30D | -7.0% | -3.7% | -3.3% | -6.2% |
| 3M | +3.3% | +21.4% | -18.1% | -2.7% |
| 6M | -10.0% | +18.3% | -28.3% | -15.2% |
| YTD | -18.5% | -20.1% | +1.6% | -13.3% |
| 1Y | -14.4% | -32.8% | +18.4% | -4.5% |
| All | +0.8% | +7.2% | -6.5% | -4.9% |
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 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