-20.0%
OWL vs GPC
+7.2%
-27.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -1.2% | +0.4% | -1.5% | -1.2% |
| 30D | +7.6% | -1.8% | +9.4% | +8.4% |
| 3M | -10.7% | -6.6% | -4.1% | -8.0% |
| 6M | +0.9% | +21.3% | -20.5% | -8.3% |
| YTD | -27.3% | +4.3% | -31.6% | -30.3% |
| 1Y | -27.2% | +3.3% | -30.4% | -30.0% |
| 3Y | -11.4% | +0.8% | -12.2% | -19.2% |
| 5Y | -20.0% | +7.4% | -27.4% | -36.5% |
| All | -20.0% | +7.2% | -27.2% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling