-16.5%
OWL vs GTLB
-49.8%
+33.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | -11.9% | -4.1% | -7.8% | -11.1% |
| 30D | -13.7% | +12.3% | -26.0% | -16.0% |
| 3M | +12.3% | +65.9% | -53.7% | -0.1% |
| 6M | +15.0% | +104.0% | -89.0% | -3.1% |
| YTD | -25.7% | +26.0% | -51.8% | -30.9% |
| 1Y | -39.5% | -3.5% | -36.0% | -40.9% |
| 3Y | +0.9% | -9.6% | +10.6% | -4.5% |
| All | -16.5% | -49.8% | +33.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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