+30.9%
OWL vs GRMN
+166.4%
-135.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | -0.7% |
| 7D | -10.1% | +2.0% | -12.2% | -11.0% |
| 30D | -11.9% | -8.8% | -3.1% | -7.8% |
| 3M | +10.7% | +19.0% | -8.3% | +0.2% |
| 6M | +22.1% | +20.7% | +1.4% | +8.9% |
| YTD | -24.8% | +40.5% | -65.3% | -38.8% |
| 1Y | -39.2% | +19.1% | -58.3% | -46.1% |
| 3Y | +1.7% | +182.7% | -181.0% | -49.8% |
| 5Y | -15.5% | +82.3% | -97.8% | -54.0% |
| All | +30.9% | +166.4% | -135.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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