-34.1%
OWL vs GPC
+0.6%
-34.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -6.4% | -0.6% | -5.8% | -6.2% |
| 30D | -5.0% | +1.3% | -6.3% | -5.3% |
| 3M | +15.4% | +37.1% | -21.7% | +5.0% |
| 6M | +15.5% | +23.2% | -7.7% | +7.4% |
| YTD | -22.7% | +13.1% | -35.7% | -28.2% |
| 1Y | -34.1% | +0.9% | -34.9% | -38.1% |
| All | -34.1% | +0.6% | -34.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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