-29.7%
OWL vs GLDM
+24.7%
-54.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +3.7% | +4.4% | -0.7% | +3.0% |
| 3M | +17.5% | -1.1% | +18.6% | +16.8% |
| 6M | +18.5% | -13.7% | +32.2% | +17.8% |
| YTD | -16.3% | +2.8% | -19.1% | -15.9% |
| 1Y | -29.7% | +24.8% | -54.6% | -36.1% |
| All | -29.7% | +24.7% | -54.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling