-26.6%
OWL vs GAP
+10.4%
-37.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.0% | -4.9% | +1.3% |
| 7D | +10.1% | +8.0% | +2.2% | +8.3% |
| 30D | +18.7% | +2.7% | +16.0% | +17.9% |
| 3M | -6.2% | +16.0% | -22.2% | -9.4% |
| 6M | +9.8% | +2.0% | +7.8% | +7.1% |
| YTD | -24.2% | -4.4% | -19.7% | -25.0% |
| 1Y | -26.6% | +9.2% | -35.8% | -31.4% |
| All | -26.6% | +10.4% | -37.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling