+6.5%
OWL vs GGLL
+188.6%
-182.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -4.9% | +3.1% | -8.0% | -5.5% |
| 30D | +7.8% | -36.3% | +44.1% | +17.7% |
| 3M | -12.7% | -40.4% | +27.7% | -3.6% |
| 6M | -2.8% | -54.6% | +51.8% | +13.5% |
| YTD | -30.1% | -31.1% | +1.1% | -27.4% |
| 1Y | -29.1% | -19.2% | -9.9% | -30.0% |
| 3Y | -12.3% | +151.5% | -163.8% | -43.6% |
| All | +6.5% | +188.6% | -182.1% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling