-16.9%
OWL vs GPN
-44.7%
+27.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -10.1% | -4.6% | -5.5% | -8.0% |
| 30D | -11.9% | -0.3% | -11.7% | -11.8% |
| 3M | +10.7% | +35.4% | -24.7% | -5.8% |
| 6M | +22.1% | +21.7% | +0.5% | +9.2% |
| YTD | -24.8% | +14.9% | -39.7% | -31.3% |
| 1Y | -39.2% | +3.2% | -42.4% | -41.6% |
| 3Y | +1.7% | -27.1% | +28.9% | +14.0% |
| All | -16.9% | -44.7% | +27.8% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling