+243.8%
GLW vs OWL
-23.9%
+267.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.6% | +3.7% | +7.7% |
| 7D | -5.9% | -2.4% | -3.5% | -5.1% |
| 30D | -26.0% | +9.3% | -35.3% | -27.9% |
| 3M | -29.9% | -11.0% | -18.9% | -28.1% |
| 6M | -37.8% | +2.4% | -40.2% | -39.0% |
| YTD | +33.1% | -26.2% | +59.3% | +42.7% |
| 1Y | +36.8% | -27.4% | +64.3% | +47.3% |
| 3Y | +356.1% | -8.7% | +364.8% | +346.1% |
| 5Y | +243.8% | -19.3% | +263.1% | +228.9% |
| All | +243.8% | -23.9% | +267.7% | +228.9% |
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