-11.5%
OWL vs GSK
+47.3%
-58.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -6.4% | -3.6% | -2.8% | -6.1% |
| 30D | -5.0% | -5.9% | +0.9% | -4.5% |
| 3M | +15.4% | -4.3% | +19.7% | +15.8% |
| 6M | +15.5% | -10.8% | +26.3% | +16.4% |
| YTD | -22.7% | +1.8% | -24.5% | -23.0% |
| 1Y | -34.1% | +23.5% | -57.5% | -36.0% |
| 3Y | +5.1% | +49.5% | -44.5% | -4.1% |
| 5Y | -11.5% | +49.7% | -61.1% | -25.2% |
| All | -11.5% | +47.3% | -58.8% | -25.2% |
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