+8.1%
OWL vs GGLL
+217.5%
-209.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.5% | -7.9% | -5.1% |
| 7D | +0.8% | +11.5% | -10.7% | -1.6% |
| 30D | +7.3% | -31.2% | +38.6% | +15.2% |
| 3M | -16.8% | -28.7% | +11.8% | -11.8% |
| 6M | +4.0% | -47.2% | +51.2% | +17.1% |
| YTD | -29.0% | -24.3% | -4.7% | -27.9% |
| 1Y | -29.7% | -12.0% | -17.7% | -31.7% |
| 3Y | -13.5% | +169.6% | -183.1% | -45.1% |
| All | +8.1% | +217.5% | -209.3% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling