+30.9%
OWL vs GFI
+513.9%
-483.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -10.1% | -4.9% | -5.3% | -9.7% |
| 30D | -11.9% | +10.7% | -22.7% | -12.8% |
| 3M | +10.7% | +25.6% | -14.9% | +8.1% |
| 6M | +22.1% | -8.3% | +30.4% | +21.9% |
| YTD | -24.8% | +6.3% | -31.1% | -26.2% |
| 1Y | -39.2% | +22.1% | -61.3% | -41.5% |
| 3Y | +1.7% | +289.2% | -287.4% | -14.9% |
| 5Y | -15.5% | +531.7% | -547.2% | -33.9% |
| All | +30.9% | +513.9% | -483.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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