+29.2%
OWL vs GD
+173.5%
-144.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.1% | +0.6% | -2.8% | -2.4% |
| 30D | +11.6% | +9.5% | +2.1% | +6.6% |
| 3M | -13.8% | -5.8% | -7.9% | -11.1% |
| 6M | +7.8% | +7.7% | +0.1% | +3.6% |
| YTD | -25.8% | +11.1% | -36.8% | -30.3% |
| 1Y | -26.5% | +6.1% | -32.6% | -29.2% |
| 3Y | -9.6% | +59.8% | -69.4% | -30.0% |
| 5Y | -20.8% | +104.6% | -125.5% | -44.3% |
| All | +29.2% | +173.5% | -144.3% | -18.1% |
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