+39.1%
OWL vs GSK
+64.9%
-25.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -4.3% |
| 7D | -3.9% | -4.2% | +0.2% | -3.6% |
| 30D | -3.7% | -7.5% | +3.9% | -3.1% |
| 3M | +21.4% | -3.3% | +24.7% | +21.7% |
| 6M | +18.3% | -9.3% | +27.7% | +19.0% |
| YTD | -20.1% | +1.6% | -21.7% | -20.3% |
| 1Y | -32.8% | +25.5% | -58.3% | -34.5% |
| 3Y | +8.6% | +49.3% | -40.7% | +1.1% |
| 5Y | -4.5% | +46.7% | -51.1% | -11.0% |
| All | +39.1% | +64.9% | -25.8% | +33.4% |
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