+12.5%
OWL vs GGLL
+195.8%
-183.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +5.0% |
| 7D | -2.4% | +6.3% | -8.7% | -3.6% |
| 30D | +9.3% | -35.1% | +44.4% | +18.8% |
| 3M | -11.0% | -37.7% | +26.7% | -2.7% |
| 6M | +2.4% | -54.1% | +56.5% | +19.4% |
| YTD | -26.2% | -29.4% | +3.3% | -23.7% |
| 1Y | -27.4% | -13.4% | -14.0% | -29.6% |
| 3Y | -8.7% | +158.3% | -167.0% | -41.7% |
| All | +12.5% | +195.8% | -183.3% | -38.1% |
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