+39.1%
OWL vs GME
+466.4%
-427.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.5% |
| 7D | -3.9% | +0.4% | -4.4% | -3.9% |
| 30D | -3.7% | -1.4% | -2.3% | -3.6% |
| 3M | +21.4% | -15.1% | +36.5% | +21.9% |
| 6M | +18.3% | -22.5% | +40.8% | +19.1% |
| YTD | -20.1% | -5.9% | -14.2% | -20.0% |
| 1Y | -32.8% | -18.6% | -14.1% | -32.5% |
| 3Y | +8.6% | +6.7% | +1.9% | +5.0% |
| 5Y | -4.5% | -62.0% | +57.5% | -7.2% |
| All | +39.1% | +466.4% | -427.3% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling