+45.7%
OWL vs GAP
+31.8%
+13.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.2% | -4.5% | +2.2% | -1.3% |
| 30D | +3.7% | +9.0% | -5.4% | +1.4% |
| 3M | +17.5% | +5.0% | +12.5% | +15.7% |
| 6M | +18.5% | -17.8% | +36.4% | +22.0% |
| YTD | -16.3% | -10.4% | -5.9% | -15.7% |
| 1Y | -29.7% | -3.4% | -26.3% | -30.7% |
| 3Y | +14.2% | +111.5% | -97.3% | -12.2% |
| 5Y | +2.5% | +8.8% | -6.3% | -23.3% |
| All | +45.7% | +31.8% | +13.9% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling