+28.5%
OWL vs GLDM
+124.4%
-95.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.2% |
| 7D | -2.4% | +5.0% | -7.3% | -3.2% |
| 30D | +9.3% | -1.3% | +10.6% | +9.5% |
| 3M | -11.0% | -4.7% | -6.3% | -10.2% |
| 6M | +2.4% | -12.4% | +14.8% | +4.3% |
| YTD | -26.2% | -4.1% | -22.1% | -26.2% |
| 1Y | -27.4% | +3.3% | -30.8% | -28.4% |
| 3Y | -8.7% | +110.9% | -119.6% | -26.7% |
| 5Y | -19.3% | +124.8% | -144.1% | -40.1% |
| All | +28.5% | +124.4% | -95.9% | -3.5% |
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