+40.6%
GLW vs OWL
-28.0%
+68.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.9% | -6.0% |
| 7D | -9.5% | +10.1% | -19.6% | -10.1% |
| 30D | -25.5% | +18.7% | -44.2% | -26.4% |
| 3M | -25.6% | -6.2% | -19.4% | -25.7% |
| 6M | -25.5% | +9.8% | -35.3% | -26.4% |
| YTD | +36.4% | -24.2% | +60.5% | +41.4% |
| 1Y | +40.6% | -26.6% | +67.2% | +47.3% |
| All | +40.6% | -28.0% | +68.7% | +47.3% |
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