-21.6%
OWL vs GH
+45.9%
-67.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | +1.5% | +0.6% | +1.0% | +1.4% |
| 30D | +13.4% | -6.9% | +20.4% | +15.0% |
| 3M | -21.2% | -4.9% | -16.3% | -21.0% |
| 6M | +4.0% | +54.1% | -50.0% | -7.1% |
| YTD | -29.0% | +48.5% | -77.5% | -36.5% |
| 1Y | -28.4% | +61.2% | -89.6% | -37.2% |
| 3Y | -14.5% | +570.3% | -584.9% | -50.9% |
| All | -21.6% | +45.9% | -67.5% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling