+316.0%
GS vs OWL
+15.5%
+300.5%
-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% | -0.1% |
| 7D | -3.2% | -4.9% | +1.7% | -1.6% |
| 30D | -2.4% | +7.8% | -10.2% | -5.0% |
| 3M | -15.7% | -12.7% | -3.1% | -12.4% |
| 6M | -6.8% | -2.8% | -4.0% | -6.9% |
| YTD | -0.1% | -30.1% | +30.0% | +10.2% |
| 1Y | +12.1% | -29.1% | +41.2% | +22.7% |
| 3Y | +185.8% | -12.3% | +198.1% | +194.9% |
| 5Y | +140.1% | -27.5% | +167.6% | +137.4% |
| All | +316.0% | +15.5% | +300.5% | +313.0% |
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