+52.3%
GM vs OWL
-29.1%
+81.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.7% | -2.2% | +4.0% | +2.1% |
| 30D | -1.6% | +3.7% | -5.3% | -2.4% |
| 3M | +5.7% | +17.5% | -11.8% | +2.1% |
| 6M | +12.2% | +18.5% | -6.4% | +8.2% |
| YTD | +8.4% | -16.3% | +24.7% | +13.1% |
| 1Y | +52.3% | -29.7% | +82.0% | +59.2% |
| All | +52.3% | -29.1% | +81.4% | +59.2% |
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