-16.9%
OWL vs GNRC
-58.7%
+41.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.3% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -11.9% | -15.7% | +3.8% | -7.3% |
| 3M | +10.7% | -27.3% | +38.1% | +20.7% |
| 6M | +22.1% | -12.1% | +34.2% | +22.7% |
| YTD | -24.8% | +37.1% | -61.9% | -36.1% |
| 1Y | -39.2% | -0.5% | -38.7% | -42.7% |
| 3Y | +1.7% | +61.5% | -59.8% | -22.5% |
| All | -16.9% | -58.7% | +41.8% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling