+30.9%
OWL vs GNRC
-14.1%
+45.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.4% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -11.9% | -15.7% | +3.8% | -7.7% |
| 3M | +10.7% | -27.3% | +38.1% | +19.9% |
| 6M | +22.1% | -12.1% | +34.2% | +22.8% |
| YTD | -24.8% | +37.1% | -61.9% | -35.0% |
| 1Y | -39.2% | -0.5% | -38.7% | -42.3% |
| 3Y | +1.7% | +61.5% | -59.8% | -19.9% |
| 5Y | -15.5% | -58.6% | +43.1% | -16.6% |
| All | +30.9% | -14.1% | +45.0% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling