+16.6%
OWL vs GD
+68.4%
-51.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.1% |
| 7D | -2.2% | -5.3% | +3.0% | +0.3% |
| 30D | +3.7% | -6.4% | +10.1% | +6.9% |
| 3M | +17.5% | +5.7% | +11.8% | +14.2% |
| 6M | +18.5% | -0.9% | +19.5% | +18.8% |
| YTD | -16.3% | +8.2% | -24.5% | -20.1% |
| 1Y | -29.7% | +13.4% | -43.1% | -34.5% |
| All | +16.6% | +68.4% | -51.8% | -1.3% |
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