+8.1%
OWL vs GGLL
+210.8%
-202.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +1.5% | +7.7% | -6.1% | -0.2% |
| 30D | +13.4% | -30.2% | +43.7% | +21.2% |
| 3M | -21.2% | -31.3% | +10.0% | -15.8% |
| 6M | +4.0% | -52.1% | +56.1% | +20.1% |
| YTD | -29.0% | -25.9% | -3.1% | -27.5% |
| 1Y | -28.4% | -8.5% | -20.0% | -31.3% |
| 3Y | -14.5% | +165.5% | -180.1% | -45.6% |
| All | +8.1% | +210.8% | -202.6% | -41.2% |
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