+156.5%
GDX vs OWL
+17.3%
+139.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.8% | +1.5% | -8.3% | -7.0% |
| 30D | -2.1% | +13.4% | -15.5% | -4.2% |
| 3M | -7.5% | -21.2% | +13.7% | -4.2% |
| 6M | -15.2% | +4.0% | -19.2% | -16.0% |
| YTD | -4.8% | -29.0% | +24.2% | -1.1% |
| 1Y | +6.7% | -28.4% | +35.1% | +10.7% |
| 3Y | +212.7% | -14.5% | +227.3% | +206.1% |
| 5Y | +151.7% | -21.5% | +173.1% | +136.7% |
| All | +156.5% | +17.3% | +139.2% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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