+281.7%
GDXJ vs OWL
-0.3%
+282.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.2% |
| 7D | -6.2% | -11.9% | +5.7% | -3.8% |
| 30D | +4.6% | -13.7% | +18.4% | +7.6% |
| 3M | +31.3% | +12.3% | +19.0% | +28.1% |
| 6M | -10.7% | +15.0% | -25.7% | -13.5% |
| YTD | +9.1% | -25.7% | +34.8% | +13.3% |
| 1Y | +44.1% | -39.5% | +83.6% | +54.6% |
| All | +281.7% | -0.3% | +282.0% | +214.4% |
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