+0.1%
OWL vs GD
+97.9%
-97.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.2% |
| 7D | -2.2% | -5.3% | +3.0% | +0.6% |
| 30D | +3.7% | -6.4% | +10.1% | +7.4% |
| 3M | +17.5% | +5.7% | +11.8% | +13.7% |
| 6M | +18.5% | -0.9% | +19.5% | +18.7% |
| YTD | -16.3% | +8.2% | -24.5% | -20.7% |
| 1Y | -29.7% | +13.4% | -43.1% | -35.3% |
| 3Y | +14.2% | +68.5% | -54.3% | -17.4% |
| All | +0.1% | +97.9% | -97.9% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling