-11.5%
OWL vs GAP
+6.6%
-18.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.3% | -2.1% |
| 7D | -6.4% | -3.2% | -3.2% | -5.6% |
| 30D | -5.0% | -0.7% | -4.3% | -5.2% |
| 3M | +15.4% | -0.5% | +15.9% | +14.9% |
| 6M | +15.5% | -5.0% | +20.5% | +15.1% |
| YTD | -22.7% | -14.7% | -8.0% | -21.1% |
| 1Y | -34.1% | -8.6% | -25.4% | -34.2% |
| 3Y | +5.1% | +108.4% | -103.3% | -23.8% |
| 5Y | -11.5% | +5.8% | -17.2% | -36.0% |
| All | -11.5% | +6.6% | -18.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling