+337.4%
GS vs OWL
+22.8%
+314.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +1.7% | +10.0% | -8.4% | -1.7% |
| 3M | -11.6% | -8.7% | -2.9% | -9.4% |
| 6M | -1.9% | +3.1% | -5.0% | -3.9% |
| YTD | +5.1% | -25.6% | +30.7% | +13.5% |
| 1Y | +16.4% | -25.5% | +41.9% | +25.4% |
| 3Y | +199.0% | -9.4% | +208.4% | +204.7% |
| 5Y | +157.4% | -18.2% | +175.6% | +148.9% |
| All | +337.4% | +22.8% | +314.5% | +325.6% |
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