-21.5%
OWL vs GAP
+3.6%
-25.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.0% |
| 7D | +0.8% | -5.2% | +6.0% | +2.2% |
| 30D | +7.3% | -6.9% | +14.3% | +9.4% |
| 3M | -16.8% | +5.7% | -22.6% | -18.2% |
| 6M | +4.0% | +0.9% | +3.1% | +2.5% |
| YTD | -29.0% | -14.5% | -14.5% | -27.6% |
| 1Y | -29.7% | -12.1% | -17.5% | -28.9% |
| 3Y | -13.5% | +72.2% | -85.7% | -33.5% |
| 5Y | -21.5% | +4.5% | -26.0% | -42.8% |
| All | -21.5% | +3.6% | -25.0% | -42.8% |
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