+42.5%
GS vs OWL
-32.2%
+74.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.0% |
| 7D | +3.4% | -3.9% | +7.3% | +4.5% |
| 30D | +0.2% | -3.7% | +3.9% | +1.0% |
| 3M | -0.3% | +21.4% | -21.7% | -6.0% |
| 6M | +27.4% | +18.3% | +9.0% | +20.7% |
| YTD | +19.6% | -20.1% | +39.8% | +25.2% |
| 1Y | +42.5% | -32.8% | +75.3% | +53.3% |
| All | +42.5% | -32.2% | +74.6% | +53.3% |
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