+220.4%
GDXJ vs OWL
-15.1%
+235.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.8% |
| 7D | -2.8% | -10.1% | +7.3% | -0.4% |
| 30D | +5.0% | -11.9% | +16.9% | +7.9% |
| 3M | +24.1% | +10.7% | +13.3% | +20.9% |
| 6M | -7.4% | +22.1% | -29.5% | -12.1% |
| YTD | +10.2% | -24.8% | +35.0% | +15.8% |
| 1Y | +42.5% | -39.2% | +81.7% | +56.2% |
| 3Y | +285.7% | +1.7% | +284.0% | +251.8% |
| All | +220.4% | -15.1% | +235.5% | +183.8% |
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