+21.7%
OWL vs GLDM
+120.3%
-98.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -4.9% | +4.7% | -9.6% | -5.7% |
| 30D | +7.8% | -0.9% | +8.7% | +7.9% |
| 3M | -12.7% | -4.3% | -8.4% | -12.0% |
| 6M | -2.8% | -13.4% | +10.6% | -0.8% |
| YTD | -30.1% | -5.8% | -24.3% | -29.8% |
| 1Y | -29.1% | +2.1% | -31.1% | -29.9% |
| 3Y | -12.3% | +105.0% | -117.3% | -29.1% |
| 5Y | -27.5% | +122.5% | -150.0% | -46.2% |
| All | +21.7% | +120.3% | -98.6% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling