+30.9%
OWL vs GPN
-51.8%
+82.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -10.1% | -4.3% | -5.8% | -8.2% |
| 30D | -11.9% | 0.0% | -11.9% | -11.9% |
| 3M | +10.7% | +35.8% | -25.1% | -5.2% |
| 6M | +22.1% | +22.0% | +0.1% | +9.6% |
| YTD | -24.8% | +15.2% | -40.0% | -31.1% |
| 1Y | -39.2% | +3.5% | -42.7% | -41.6% |
| 3Y | +1.7% | -26.9% | +28.7% | +12.8% |
| 5Y | -15.5% | -44.2% | +28.7% | -2.4% |
| All | +30.9% | -51.8% | +82.7% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling