-25.2%
GIS vs OWL
-15.5%
-9.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +0.9% | -3.1% |
| 7D | -8.4% | -11.9% | +3.5% | -8.7% |
| 30D | -5.2% | -13.7% | +8.5% | -5.6% |
| 3M | +8.2% | +12.3% | -4.1% | +8.8% |
| 6M | -12.0% | +15.0% | -27.0% | -11.4% |
| YTD | -18.9% | -25.7% | +6.9% | -19.5% |
| 1Y | -23.6% | -39.5% | +15.9% | -24.6% |
| 3Y | -37.6% | +0.9% | -38.5% | -37.8% |
| 5Y | -25.2% | -16.5% | -8.7% | -25.8% |
| All | -25.2% | -15.5% | -9.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling