+211.9%
GDX vs OWL
+38.2%
+173.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -0.4% | -2.2% | +1.9% | 0.0% |
| 30D | +18.6% | +3.7% | +14.9% | +17.8% |
| 3M | +14.9% | +17.5% | -2.6% | +11.8% |
| 6M | -6.3% | +18.5% | -24.8% | -9.2% |
| YTD | +15.7% | -16.3% | +32.1% | +17.5% |
| 1Y | +54.8% | -29.7% | +84.6% | +60.5% |
| 3Y | +253.4% | +14.2% | +239.3% | +231.0% |
| 5Y | +219.7% | +2.5% | +217.2% | +192.0% |
| All | +211.9% | +38.2% | +173.7% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling