-31.9%
OWL vs GDDY
-11.2%
-20.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.7% | -7.4% |
| 7D | -5.0% | +13.4% | -18.4% | -7.2% |
| 30D | +9.0% | +22.3% | -13.3% | +5.2% |
| 3M | -12.7% | +30.9% | -43.6% | -17.0% |
| 6M | -4.0% | +37.3% | -41.3% | -10.6% |
| YTD | -29.6% | -3.2% | -26.4% | -23.3% |
| 1Y | -31.9% | -9.8% | -22.2% | -19.1% |
| All | -31.9% | -11.2% | -20.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling