+11.0%
GS vs OWL
-30.3%
+41.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.1% |
| 7D | +5.1% | +0.8% | +4.3% | +4.9% |
| 30D | +2.4% | +7.3% | -4.9% | +0.2% |
| 3M | -11.5% | -16.8% | +5.4% | -6.8% |
| 6M | -2.5% | +4.0% | -6.5% | -4.6% |
| YTD | +5.5% | -29.0% | +34.5% | +18.4% |
| 1Y | +11.0% | -29.7% | +40.7% | +24.9% |
| All | +11.0% | -30.3% | +41.3% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling