+134.7%
GLW vs OWL
-34.7%
+169.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | +16.9% | -6.4% | +23.3% | +17.4% |
| 30D | +7.0% | -5.0% | +12.0% | +6.9% |
| 3M | -3.0% | +15.4% | -18.4% | -4.5% |
| 6M | +31.0% | +15.5% | +15.5% | +28.5% |
| YTD | +93.4% | -22.7% | +116.1% | +102.9% |
| 1Y | +134.7% | -34.1% | +168.8% | +154.8% |
| All | +134.7% | -34.7% | +169.4% | +154.8% |
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 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