+133.0%
GLD vs OWL
+32.0%
+101.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.6% |
| 7D | +0.7% | -3.9% | +4.7% | +0.9% |
| 30D | +0.3% | -3.7% | +4.0% | +0.4% |
| 3M | +0.6% | +21.4% | -20.8% | -0.1% |
| 6M | -15.6% | +18.3% | -33.9% | -16.2% |
| YTD | +0.9% | -20.1% | +21.0% | +0.9% |
| 1Y | +19.4% | -32.8% | +52.2% | +19.9% |
| 3Y | +124.5% | +8.6% | +115.9% | +120.8% |
| 5Y | +138.9% | -4.5% | +143.4% | +134.0% |
| All | +133.0% | +32.0% | +101.0% | +126.3% |
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