+427.9%
GLW vs OWL
+27.7%
+400.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.3% |
| 7D | +16.9% | -6.4% | +23.3% | +18.6% |
| 30D | +7.0% | -5.0% | +12.0% | +7.7% |
| 3M | -3.0% | +15.4% | -18.4% | -7.1% |
| 6M | +31.0% | +15.5% | +15.5% | +24.0% |
| YTD | +93.4% | -22.7% | +116.1% | +103.0% |
| 1Y | +134.7% | -34.1% | +168.8% | +156.1% |
| 3Y | +471.8% | +5.1% | +466.7% | +448.6% |
| 5Y | +394.5% | -11.5% | +405.9% | +366.3% |
| All | +427.9% | +27.7% | +400.1% | +375.5% |
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 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