+163.2%
GDX vs OWL
-18.7%
+181.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | -5.4% | -13.8% | +8.3% | -3.2% |
| 6M | -12.7% | +7.8% | -20.5% | -14.3% |
| YTD | -0.7% | -25.8% | +25.1% | +3.1% |
| 1Y | +11.9% | -26.5% | +38.4% | +16.2% |
| 3Y | +223.9% | -9.6% | +233.5% | +208.1% |
| 5Y | +163.2% | -20.8% | +184.0% | +149.5% |
| All | +163.2% | -18.7% | +181.9% | +149.5% |
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