+29.4%
OWL vs GD
+173.7%
-144.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +2.1% |
| 30D | +10.0% | +10.9% | -0.9% | +4.4% |
| 3M | -8.7% | -6.8% | -1.9% | -5.4% |
| 6M | +3.1% | +7.0% | -3.9% | -0.6% |
| YTD | -25.6% | +11.1% | -36.8% | -30.1% |
| 1Y | -25.5% | +7.0% | -32.5% | -28.6% |
| 3Y | -9.4% | +59.9% | -69.4% | -29.8% |
| 5Y | -18.2% | +102.5% | -120.6% | -42.3% |
| All | +29.4% | +173.7% | -144.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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