+23.6%
OWL vs GSK
+72.9%
-49.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | +13.4% | +6.3% | +7.1% | +12.9% |
| 3M | -21.2% | +1.8% | -23.1% | -21.3% |
| 6M | +4.0% | +1.7% | +2.4% | +3.8% |
| YTD | -29.0% | +6.5% | -35.5% | -29.4% |
| 1Y | -28.4% | +9.5% | -37.9% | -29.0% |
| 3Y | -14.5% | +65.3% | -79.8% | -21.7% |
| 5Y | -21.5% | +43.7% | -65.2% | -27.2% |
| All | +23.6% | +72.9% | -49.3% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling