-28.4%
OWL vs GD
+5.9%
-34.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.5% | +2.7% | -1.1% | +0.4% |
| 30D | +13.4% | +8.6% | +4.8% | +9.9% |
| 3M | -21.2% | -7.1% | -14.2% | -19.3% |
| 6M | +4.0% | +7.5% | -3.4% | +1.1% |
| YTD | -29.0% | +9.9% | -38.9% | -32.1% |
| 1Y | -28.4% | +7.6% | -36.0% | -30.8% |
| All | -28.4% | +5.9% | -34.3% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling