+1.7%
OWL vs GDDY
+30.8%
-29.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.7% |
| 7D | -10.1% | -3.2% | -6.9% | -9.3% |
| 30D | -11.9% | +6.8% | -18.7% | -13.9% |
| 3M | +10.7% | +30.5% | -19.7% | -1.3% |
| 6M | +22.1% | +13.3% | +8.8% | +14.3% |
| YTD | -24.8% | -21.0% | -3.8% | -18.5% |
| 1Y | -39.2% | -34.0% | -5.2% | -28.7% |
| 3Y | +1.7% | +33.1% | -31.3% | -15.7% |
| All | +1.7% | +30.8% | -29.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling