-11.6%
OWL vs GD
+55.3%
-67.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -5.9% |
| 7D | -5.0% | -3.9% | -1.1% | -2.9% |
| 30D | +9.0% | +8.1% | +1.0% | +4.7% |
| 3M | -12.7% | -6.8% | -6.0% | -9.5% |
| 6M | -4.0% | +3.0% | -7.0% | -5.8% |
| YTD | -29.6% | +7.8% | -37.3% | -33.0% |
| 1Y | -31.9% | +5.8% | -37.7% | -34.5% |
| All | -11.6% | +55.3% | -67.0% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling