+383.5%
GLW vs OWL
+38.2%
+345.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +5.9% |
| 7D | +3.8% | -2.2% | +6.0% | +4.3% |
| 30D | -1.3% | +3.7% | -5.0% | -2.6% |
| 3M | -21.8% | +17.5% | -39.3% | -25.3% |
| 6M | +6.9% | +18.5% | -11.6% | +0.9% |
| YTD | +77.2% | -16.3% | +93.5% | +82.7% |
| 1Y | +123.2% | -29.7% | +153.0% | +140.3% |
| 3Y | +400.0% | +14.2% | +385.8% | +370.8% |
| 5Y | +342.8% | +2.5% | +340.3% | +308.3% |
| All | +383.5% | +38.2% | +345.3% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling