+345.3%
GS vs OWL
+22.6%
+322.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -0.1% | -2.1% | +2.0% | +0.6% |
| 30D | +3.7% | +11.6% | -7.9% | -0.2% |
| 3M | -10.0% | -13.8% | +3.8% | -5.9% |
| 6M | -1.0% | +7.8% | -8.8% | -4.4% |
| YTD | +7.0% | -25.8% | +32.8% | +15.7% |
| 1Y | +16.6% | -26.5% | +43.1% | +26.2% |
| 3Y | +204.4% | -9.6% | +214.0% | +210.5% |
| 5Y | +160.0% | -20.8% | +180.9% | +151.9% |
| All | +345.3% | +22.6% | +322.8% | +333.6% |
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 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