-26.6%
OWL vs GNRC
+17.5%
-44.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.5% | +12.6% | +4.1% |
| 7D | +10.1% | -6.0% | +16.1% | +10.7% |
| 30D | +18.7% | -12.0% | +30.8% | +20.2% |
| 3M | -6.2% | -13.4% | +7.2% | -4.9% |
| 6M | +9.8% | -26.4% | +36.1% | +12.2% |
| YTD | -24.2% | +38.8% | -63.0% | -35.3% |
| 1Y | -26.6% | +20.9% | -47.5% | -34.6% |
| All | -26.6% | +17.5% | -44.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling