-21.5%
OWL vs GSK
+42.6%
-64.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +0.8% | +0.5% | +0.4% | +0.8% |
| 30D | +7.3% | +9.4% | -2.1% | +6.5% |
| 3M | -16.8% | +1.6% | -18.4% | -16.9% |
| 6M | +4.0% | +1.3% | +2.7% | +3.9% |
| YTD | -29.0% | +6.0% | -35.0% | -29.5% |
| 1Y | -29.7% | +9.1% | -38.7% | -30.4% |
| 3Y | -13.5% | +65.4% | -78.9% | -22.7% |
| 5Y | -21.5% | +43.0% | -64.4% | -30.5% |
| All | -21.5% | +42.6% | -64.0% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling