+37.4%
GILD vs OWL
-29.1%
+66.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +3.7% | -2.2% | +5.9% | +3.7% |
| 30D | +14.6% | +3.7% | +10.9% | +14.4% |
| 3M | +17.7% | +17.5% | +0.1% | +17.1% |
| 6M | +3.1% | +18.5% | -15.4% | +2.2% |
| YTD | +24.5% | -16.3% | +40.9% | +23.1% |
| 1Y | +37.4% | -29.7% | +67.1% | +37.6% |
| All | +37.4% | -29.1% | +66.5% | +37.6% |
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