+110.0%
GM vs OWL
+27.7%
+82.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.3% |
| 7D | -1.1% | -6.4% | +5.3% | +1.1% |
| 30D | -4.6% | -5.0% | +0.4% | -3.2% |
| 3M | +0.2% | +15.4% | -15.2% | -5.3% |
| 6M | +12.6% | +15.5% | -2.9% | +5.3% |
| YTD | +3.7% | -22.7% | +26.4% | +10.9% |
| 1Y | +45.6% | -34.1% | +79.7% | +63.5% |
| 3Y | +162.0% | +5.1% | +156.9% | +133.0% |
| 5Y | +80.5% | -11.5% | +91.9% | +58.3% |
| All | +110.0% | +27.7% | +82.2% | +69.6% |
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