+29.3%
OWL vs GAP
+22.8%
+6.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | -11.9% | -6.3% | -5.6% | -10.6% |
| 30D | -13.7% | -0.2% | -13.5% | -13.9% |
| 3M | +12.3% | 0.0% | +12.2% | +11.7% |
| 6M | +15.0% | -8.1% | +23.1% | +15.6% |
| YTD | -25.7% | -16.5% | -9.3% | -24.0% |
| 1Y | -39.5% | -10.5% | -29.0% | -39.3% |
| 3Y | +0.9% | +104.0% | -103.1% | -21.9% |
| 5Y | -16.5% | +6.8% | -23.3% | -36.5% |
| All | +29.3% | +22.8% | +6.5% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling