+3.1%
OWL vs FGI
-70.6%
+73.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -4.9% | -7.0% | +2.0% | -4.7% |
| 30D | +7.8% | -4.2% | +12.0% | +7.9% |
| 3M | -12.7% | +55.6% | -68.3% | -16.1% |
| 6M | -2.8% | -3.2% | +0.3% | -5.4% |
| YTD | -30.1% | +29.1% | -59.2% | -33.7% |
| 1Y | -29.1% | +51.0% | -80.1% | -33.4% |
| 3Y | -12.3% | +1.5% | -13.8% | -18.8% |
| All | +3.1% | -70.6% | +73.6% | -1.4% |
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