+317.5%
GS vs OWL
+16.3%
+301.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.1% | +0.8% | -4.0% |
| 7D | -6.3% | -5.0% | -1.3% | -4.7% |
| 30D | -3.1% | +9.0% | -12.2% | -6.1% |
| 3M | -17.7% | -12.7% | -4.9% | -14.4% |
| 6M | -4.6% | -4.0% | -0.5% | -4.3% |
| YTD | +0.3% | -29.6% | +29.9% | +10.3% |
| 1Y | +11.7% | -31.9% | +43.7% | +23.9% |
| 3Y | +183.6% | -13.1% | +196.7% | +193.3% |
| 5Y | +141.0% | -27.0% | +168.0% | +137.7% |
| All | +317.5% | +16.3% | +301.2% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling