-37.1%
OWL vs GLXY
+15.1%
-52.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -5.0% |
| 7D | -3.9% | +15.5% | -19.4% | -6.6% |
| 30D | -3.7% | +34.1% | -37.8% | -9.4% |
| 3M | +21.4% | -11.3% | +32.7% | +22.2% |
| 6M | +18.3% | +31.6% | -13.3% | +8.6% |
| YTD | -20.1% | +21.0% | -41.1% | -26.2% |
| 1Y | -32.8% | +11.7% | -44.5% | -37.3% |
| All | -37.1% | +15.1% | -52.3% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling