+176.7%
GDXJ vs OWL
+24.2%
+152.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.8% |
| 7D | -2.8% | -10.1% | +7.3% | -0.7% |
| 30D | +5.0% | -11.9% | +16.9% | +7.5% |
| 3M | +24.1% | +10.7% | +13.3% | +21.3% |
| 6M | -7.4% | +22.1% | -29.5% | -11.5% |
| YTD | +10.2% | -24.8% | +35.0% | +15.0% |
| 1Y | +42.5% | -39.2% | +81.7% | +54.1% |
| 3Y | +285.7% | +1.7% | +284.0% | +262.5% |
| 5Y | +231.9% | -15.5% | +247.4% | +204.7% |
| All | +176.7% | +24.2% | +152.5% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling