+259.7%
GDX vs OWL
+9.9%
+249.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.7% | -0.1% |
| 7D | +4.0% | -3.9% | +7.9% | +4.6% |
| 30D | +9.5% | -3.7% | +13.1% | +9.9% |
| 3M | +25.1% | +21.4% | +3.7% | +21.1% |
| 6M | -2.9% | +18.3% | -21.3% | -5.9% |
| YTD | +14.7% | -20.1% | +34.8% | +16.7% |
| 1Y | +47.4% | -32.8% | +80.2% | +53.0% |
| 3Y | +259.7% | +8.6% | +251.1% | +201.2% |
| All | +259.7% | +9.9% | +249.8% | +201.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling