+23.6%
OWL vs GME
+675.1%
-651.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +1.5% | +2.9% | -1.4% | +1.5% |
| 30D | +13.4% | -4.8% | +18.2% | +13.6% |
| 3M | -21.2% | +39.2% | -60.4% | -22.0% |
| 6M | +4.0% | +17.1% | -13.1% | +3.4% |
| YTD | -29.0% | +28.7% | -57.7% | -29.6% |
| 1Y | -28.4% | +23.3% | -51.8% | -29.0% |
| 3Y | -14.5% | +112.9% | -127.5% | -18.9% |
| 5Y | -21.5% | -48.8% | +27.4% | -24.4% |
| All | +23.6% | +675.1% | -651.5% | +12.3% |
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