-39.2%
OWL vs GRMN
+21.0%
-60.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.4% |
| 7D | -10.1% | +2.0% | -12.2% | -10.5% |
| 30D | -11.9% | -8.8% | -3.1% | -10.2% |
| 3M | +10.7% | +19.0% | -8.3% | +6.5% |
| 6M | +22.1% | +20.7% | +1.4% | +16.9% |
| YTD | -24.8% | +40.5% | -65.3% | -32.3% |
| 1Y | -39.2% | +19.1% | -58.3% | -43.8% |
| All | -39.2% | +21.0% | -60.2% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling