-22.4%
OWL vs GFS
-2.1%
-20.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.8% |
| 7D | -6.4% | +4.5% | -10.9% | -7.8% |
| 30D | -5.0% | -8.2% | +3.2% | -2.6% |
| 3M | +15.4% | -38.9% | +54.3% | +33.0% |
| 6M | +15.5% | -2.9% | +18.4% | +9.9% |
| YTD | -22.7% | +31.8% | -54.4% | -35.4% |
| 1Y | -34.1% | +43.1% | -77.2% | -47.0% |
| 3Y | +5.1% | -20.6% | +25.7% | +0.4% |
| All | -22.4% | -2.1% | -20.3% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling