+114.6%
GM vs OWL
+24.2%
+90.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | -2.4% | -10.1% | +7.7% | +1.0% |
| 30D | -1.1% | -11.9% | +10.8% | +2.9% |
| 3M | +6.1% | +10.7% | -4.6% | +1.6% |
| 6M | +15.0% | +22.1% | -7.2% | +5.3% |
| YTD | +6.0% | -24.8% | +30.8% | +14.3% |
| 1Y | +47.1% | -39.2% | +86.3% | +70.0% |
| 3Y | +170.5% | +1.7% | +168.7% | +143.0% |
| 5Y | +80.5% | -15.5% | +96.0% | +60.0% |
| All | +114.6% | +24.2% | +90.4% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling