+205.1%
GDX vs OWL
+24.2%
+180.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -2.2% | -10.1% | +8.0% | -0.6% |
| 30D | +6.8% | -11.9% | +18.7% | +8.7% |
| 3M | +24.9% | +10.7% | +14.2% | +22.7% |
| 6M | -4.2% | +22.1% | -26.3% | -7.5% |
| YTD | +13.2% | -24.8% | +38.0% | +16.8% |
| 1Y | +40.2% | -39.2% | +79.4% | +48.6% |
| 3Y | +249.6% | +1.7% | +247.8% | +233.2% |
| 5Y | +230.4% | -15.5% | +245.9% | +208.0% |
| All | +205.1% | +24.2% | +180.9% | +186.3% |
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