+243.0%
GS vs OWL
+13.9%
+229.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.4% |
| 7D | +0.9% | -2.2% | +3.2% | +1.8% |
| 30D | -1.6% | +3.7% | -5.3% | -3.4% |
| 3M | -4.5% | +17.5% | -22.0% | -11.2% |
| 6M | +20.9% | +18.5% | +2.3% | +10.9% |
| YTD | +19.9% | -16.3% | +36.2% | +27.5% |
| 1Y | +41.4% | -29.7% | +71.1% | +60.8% |
| All | +243.0% | +13.9% | +229.1% | +223.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling