-16.9%
OWL vs GRMN
+81.6%
-98.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | -0.9% |
| 7D | -10.1% | +2.4% | -12.6% | -11.2% |
| 30D | -11.9% | -8.5% | -3.5% | -7.9% |
| 3M | +10.7% | +19.5% | -8.7% | -0.2% |
| 6M | +22.1% | +21.2% | +0.9% | +8.4% |
| YTD | -24.8% | +41.0% | -65.9% | -39.2% |
| 1Y | -39.2% | +19.6% | -58.8% | -46.4% |
| 3Y | +1.7% | +183.8% | -182.0% | -51.9% |
| All | -16.9% | +81.6% | -98.5% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling