+23.6%
OWL vs GLDM
+110.1%
-86.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.5% | -4.6% | +6.2% | +2.5% |
| 30D | +13.4% | -5.5% | +18.9% | +14.6% |
| 3M | -21.2% | -10.9% | -10.4% | -19.6% |
| 6M | +4.0% | -17.3% | +21.3% | +7.1% |
| YTD | -29.0% | -10.2% | -18.8% | -28.1% |
| 1Y | -28.4% | -6.9% | -21.5% | -28.0% |
| 3Y | -14.5% | +98.7% | -113.2% | -30.6% |
| 5Y | -21.5% | +106.7% | -128.2% | -40.6% |
| All | +23.6% | +110.1% | -86.5% | -6.1% |
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 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