+233.6%
GDX vs OWL
-6.9%
+240.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | +1.9% | -6.4% | +8.3% | +3.1% |
| 30D | +9.9% | -5.0% | +14.9% | +10.7% |
| 3M | +28.2% | +15.4% | +12.8% | +24.7% |
| 6M | -2.9% | +15.5% | -18.4% | -6.0% |
| YTD | +16.0% | -22.7% | +38.6% | +19.7% |
| 1Y | +49.9% | -34.1% | +83.9% | +58.1% |
| 3Y | +263.6% | +5.1% | +258.5% | +236.8% |
| 5Y | +233.6% | -11.5% | +245.0% | +198.9% |
| All | +233.6% | -6.9% | +240.4% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling