+41.2%
GDX vs OWL
-36.7%
+77.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.8% |
| 7D | -5.4% | -11.9% | +6.5% | -3.5% |
| 30D | +6.6% | -13.7% | +20.3% | +8.9% |
| 3M | +30.1% | +12.3% | +17.9% | +27.4% |
| 6M | -7.1% | +15.0% | -22.1% | -9.1% |
| YTD | +12.0% | -25.7% | +37.7% | +12.2% |
| 1Y | +41.2% | -39.5% | +80.7% | +43.1% |
| All | +41.2% | -36.7% | +77.9% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling