+185.7%
GS vs OWL
-0.3%
+186.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -4.5% | +17.5% | -22.0% | -10.9% |
| 6M | +20.9% | +18.5% | +2.3% | +11.1% |
| YTD | +19.9% | -16.3% | +36.2% | +26.2% |
| 1Y | +41.4% | -29.7% | +71.1% | +58.0% |
| 3Y | +239.2% | +14.2% | +225.0% | +210.8% |
| All | +185.7% | -0.3% | +186.1% | +153.0% |
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 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