-12.3%
OWL vs GD
+54.3%
-66.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -4.9% | -5.0% | 0.0% | -2.3% |
| 30D | +7.8% | +8.9% | -1.1% | +3.1% |
| 3M | -12.7% | -8.0% | -4.6% | -8.8% |
| 6M | -2.8% | +2.9% | -5.7% | -4.5% |
| YTD | -30.1% | +7.1% | -37.1% | -33.2% |
| 1Y | -29.1% | +5.9% | -35.0% | -31.9% |
| 3Y | -12.3% | +53.9% | -66.1% | -30.2% |
| All | -12.3% | +54.3% | -66.6% | -30.2% |
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