+25.1%
GILD vs OWL
-38.6%
+63.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | -4.8% | -10.1% | +5.3% | -4.4% |
| 30D | +5.8% | -11.9% | +17.7% | +6.3% |
| 3M | +14.9% | +10.7% | +4.2% | +14.9% |
| 6M | -0.4% | +22.1% | -22.5% | -0.6% |
| YTD | +18.5% | -24.8% | +43.3% | +17.8% |
| 1Y | +25.1% | -39.2% | +64.3% | +27.5% |
| All | +25.1% | -38.6% | +63.8% | +27.5% |
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