+155.4%
GS vs OWL
-18.5%
+173.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +1.7% | +10.0% | -8.4% | -2.3% |
| 3M | -11.6% | -8.7% | -2.9% | -9.1% |
| 6M | -1.9% | +3.1% | -5.0% | -4.4% |
| YTD | +5.1% | -25.6% | +30.7% | +15.4% |
| 1Y | +16.4% | -25.5% | +41.9% | +27.3% |
| 3Y | +199.0% | -9.4% | +208.4% | +198.3% |
| All | +155.4% | -18.5% | +173.9% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling