+29.3%
OWL vs GSK
+63.4%
-34.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.9% |
| 7D | -11.9% | -5.4% | -6.5% | -11.5% |
| 30D | -13.7% | -4.6% | -9.1% | -13.4% |
| 3M | +12.3% | -5.1% | +17.4% | +12.6% |
| 6M | +15.0% | -11.4% | +26.4% | +15.8% |
| YTD | -25.7% | +0.7% | -26.4% | -25.9% |
| 1Y | -39.5% | +23.0% | -62.5% | -40.9% |
| 3Y | +0.9% | +48.0% | -47.1% | -5.9% |
| 5Y | -16.5% | +48.2% | -64.7% | -22.0% |
| All | +29.3% | +63.4% | -34.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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