-11.5%
OWL vs GME
-55.8%
+44.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -3.6% |
| 7D | -6.4% | +4.8% | -11.2% | -6.7% |
| 30D | -5.0% | +5.9% | -10.8% | -5.4% |
| 3M | +15.4% | -10.7% | +26.1% | +16.2% |
| 6M | +15.5% | -19.8% | +35.3% | +17.2% |
| YTD | -22.7% | -0.9% | -21.7% | -22.8% |
| 1Y | -34.1% | -15.7% | -18.4% | -33.5% |
| 3Y | +5.1% | +12.3% | -7.2% | -9.2% |
| 5Y | -11.5% | -60.1% | +48.6% | -18.7% |
| All | -11.5% | -55.8% | +44.4% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling