-14.5%
OWL vs GRMN
+155.8%
-170.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +1.5% | -0.9% | +2.4% | +1.9% |
| 30D | +13.4% | +1.2% | +12.3% | +12.9% |
| 3M | -21.2% | -8.9% | -12.3% | -18.7% |
| 6M | +4.0% | +23.0% | -19.0% | -4.6% |
| YTD | -29.0% | +41.2% | -70.2% | -39.2% |
| 1Y | -28.4% | +47.5% | -75.9% | -39.8% |
| 3Y | -14.5% | +155.8% | -170.3% | -35.5% |
| All | -14.5% | +155.8% | -170.3% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling