+30.9%
OWL vs GME
+534.2%
-503.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.1% |
| 7D | -10.1% | +10.4% | -20.5% | -10.4% |
| 30D | -11.9% | +14.1% | -26.0% | -12.3% |
| 3M | +10.7% | -4.6% | +15.4% | +10.8% |
| 6M | +22.1% | -13.5% | +35.7% | +22.5% |
| YTD | -24.8% | +5.3% | -30.1% | -25.0% |
| 1Y | -39.2% | -14.9% | -24.3% | -39.0% |
| 3Y | +1.7% | +24.3% | -22.5% | -2.0% |
| 5Y | -15.5% | -55.6% | +40.1% | -18.2% |
| All | +30.9% | +534.2% | -503.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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