+21.7%
OWL vs GGLL
+328.4%
-306.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -3.9% | +1.9% | -5.8% | -4.4% |
| 30D | -3.7% | -9.7% | +6.1% | -1.4% |
| 3M | +21.4% | -18.0% | +39.4% | +25.7% |
| 6M | +18.3% | +15.3% | +3.1% | +11.6% |
| YTD | -20.1% | +2.2% | -22.3% | -22.8% |
| 1Y | -32.8% | +73.1% | -105.9% | -44.4% |
| 3Y | +8.6% | +242.7% | -234.1% | -33.4% |
| All | +21.7% | +328.4% | -306.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling