+277.5%
GLW vs OWL
+22.6%
+254.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +1.4% | -2.1% | +3.6% | +2.2% |
| 30D | -18.2% | +11.6% | -29.8% | -20.5% |
| 3M | -24.2% | -13.8% | -10.4% | -21.8% |
| 6M | -41.7% | +7.8% | -49.6% | -43.4% |
| YTD | +38.3% | -25.8% | +64.1% | +46.5% |
| 1Y | +38.2% | -26.5% | +64.7% | +46.6% |
| 3Y | +363.4% | -9.6% | +373.0% | +361.8% |
| 5Y | +254.6% | -20.8% | +275.4% | +239.5% |
| All | +277.5% | +22.6% | +254.9% | +243.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling