+45.7%
OWL vs GD
+166.4%
-120.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.1% |
| 7D | -2.2% | -5.3% | +3.0% | +0.4% |
| 30D | +3.7% | -6.4% | +10.1% | +7.1% |
| 3M | +17.5% | +5.7% | +11.8% | +14.0% |
| 6M | +18.5% | -0.9% | +19.5% | +18.6% |
| YTD | -16.3% | +8.2% | -24.5% | -20.3% |
| 1Y | -29.7% | +13.4% | -43.1% | -34.8% |
| 3Y | +14.2% | +68.5% | -54.3% | -14.2% |
| 5Y | +2.5% | +97.2% | -94.7% | -27.0% |
| All | +45.7% | +166.4% | -120.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling