+251.4%
GLW vs OWL
+22.8%
+228.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -11.1% | +1.1% | -12.2% | -11.2% |
| 30D | -28.4% | +10.0% | -38.5% | -30.2% |
| 3M | -28.8% | -8.7% | -20.1% | -27.7% |
| 6M | -39.8% | +3.1% | -43.0% | -41.0% |
| YTD | +28.7% | -25.6% | +54.4% | +36.3% |
| 1Y | +27.7% | -25.5% | +53.2% | +35.0% |
| 3Y | +331.3% | -9.4% | +340.8% | +329.7% |
| 5Y | +233.4% | -18.2% | +251.6% | +218.2% |
| All | +251.4% | +22.8% | +228.5% | +219.3% |
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