-13.1%
OWL vs GTLB
-50.8%
+37.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | -6.4% | -6.6% | +0.2% | -5.0% |
| 30D | -5.0% | +13.7% | -18.7% | -7.7% |
| 3M | +15.4% | +52.9% | -37.5% | +4.6% |
| 6M | +15.5% | +88.5% | -73.0% | -1.0% |
| YTD | -22.7% | +23.4% | -46.1% | -27.7% |
| 1Y | -34.1% | -3.8% | -30.2% | -35.5% |
| 3Y | +5.1% | -11.5% | +16.6% | -0.1% |
| All | -13.1% | -50.8% | +37.7% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling