+4.7%
OWL vs FGI
-74.8%
+79.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | +0.9% |
| 7D | +1.5% | -14.4% | +15.9% | +1.9% |
| 30D | +13.4% | -11.8% | +25.2% | +13.7% |
| 3M | -21.2% | -46.2% | +25.0% | -19.8% |
| 6M | +4.0% | +5.2% | -1.2% | +0.8% |
| YTD | -29.0% | +10.5% | -39.5% | -32.4% |
| 1Y | -28.4% | +25.5% | -53.9% | -32.5% |
| 3Y | -14.5% | -16.0% | +1.5% | -20.3% |
| All | +4.7% | -74.8% | +79.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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