-44.1%
OWL vs GLXY
-35.4%
-8.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.5% |
| 7D | +0.8% | +16.9% | -16.1% | -1.9% |
| 30D | +7.3% | -23.0% | +30.3% | +10.6% |
| 3M | -16.8% | -28.0% | +11.2% | -14.0% |
| 6M | +4.0% | -51.6% | +55.6% | +14.3% |
| YTD | -29.0% | -32.1% | +3.1% | -28.4% |
| 1Y | -29.7% | -51.5% | +21.8% | -26.2% |
| All | -44.1% | -35.4% | -8.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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