+39.1%
OWL vs GRMN
+159.9%
-120.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -3.9% | +0.2% | -4.1% | -4.0% |
| 30D | -3.7% | -11.3% | +7.7% | +2.2% |
| 3M | +21.4% | +17.7% | +3.7% | +10.4% |
| 6M | +18.3% | +14.2% | +4.2% | +8.7% |
| YTD | -20.1% | +37.0% | -57.1% | -34.1% |
| 1Y | -32.8% | +17.0% | -49.8% | -40.0% |
| 3Y | +8.6% | +183.2% | -174.6% | -46.8% |
| 5Y | -4.5% | +77.3% | -81.7% | -47.3% |
| All | +39.1% | +159.9% | -120.8% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling