-10.2%
OWL vs GTLB
-50.0%
+39.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.4% | +0.9% | -3.3% |
| 7D | -3.9% | +4.6% | -8.5% | -5.0% |
| 30D | -3.7% | +21.0% | -24.7% | -7.7% |
| 3M | +21.4% | +51.7% | -30.3% | +10.2% |
| 6M | +18.3% | +89.3% | -70.9% | +1.3% |
| YTD | -20.1% | +25.6% | -45.7% | -25.6% |
| 1Y | -32.8% | -1.5% | -31.2% | -34.6% |
| 3Y | +8.6% | -9.9% | +18.5% | +2.8% |
| All | -10.2% | -50.0% | +39.8% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling