-35.4%
GIS vs OWL
+3.8%
-39.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.7% |
| 7D | -8.6% | -6.4% | -2.2% | -8.8% |
| 30D | -0.5% | -5.0% | +4.5% | -0.6% |
| 3M | +11.9% | +15.4% | -3.5% | +13.2% |
| 6M | -11.6% | +15.5% | -27.1% | -10.6% |
| YTD | -16.3% | -22.7% | +6.3% | -17.4% |
| 1Y | -21.8% | -34.1% | +12.3% | -23.5% |
| All | -35.4% | +3.8% | -39.2% | -31.6% |
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 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