+30.9%
OWL vs GH
+25.9%
+5.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.5% |
| 7D | -10.1% | -2.5% | -7.6% | -9.7% |
| 30D | -11.9% | -4.7% | -7.2% | -11.3% |
| 3M | +10.7% | +20.2% | -9.5% | +5.7% |
| 6M | +22.1% | +78.8% | -56.7% | +6.8% |
| YTD | -24.8% | +54.1% | -78.9% | -32.4% |
| 1Y | -39.2% | +177.1% | -216.3% | -52.3% |
| 3Y | +1.7% | +371.6% | -369.9% | -33.3% |
| 5Y | -15.5% | +21.9% | -37.4% | -37.6% |
| All | +30.9% | +25.9% | +5.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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