+226.4%
GDX vs OWL
-8.9%
+235.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +0.7% | -2.1% | +2.9% | +1.0% |
| 30D | -3.8% | +11.6% | -15.3% | -5.6% |
| 3M | -5.4% | -13.8% | +8.3% | -3.6% |
| 6M | -12.7% | +7.8% | -20.5% | -14.1% |
| YTD | -0.7% | -25.8% | +25.1% | +1.9% |
| 1Y | +11.9% | -26.5% | +38.4% | +14.8% |
| All | +226.4% | -8.9% | +235.3% | +177.2% |
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