-39.2%
OWL vs GFS
+47.5%
-86.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.9% |
| 7D | -10.1% | +3.8% | -14.0% | -10.7% |
| 30D | -11.9% | -11.7% | -0.2% | -10.1% |
| 3M | +10.7% | -41.8% | +52.5% | +20.3% |
| 6M | +22.1% | +6.6% | +15.5% | +13.2% |
| YTD | -24.8% | +34.6% | -59.4% | -36.2% |
| 1Y | -39.2% | +46.2% | -85.4% | -50.8% |
| All | -39.2% | +47.5% | -86.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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