-20.8%
OWL vs GLDM
+112.9%
-133.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -2.1% | -2.0% | -0.2% | -1.8% |
| 30D | +11.6% | -4.4% | +16.0% | +12.4% |
| 3M | -13.8% | -8.8% | -4.9% | -12.5% |
| 6M | +7.8% | -15.9% | +23.7% | +10.3% |
| YTD | -25.8% | -7.7% | -18.1% | -25.2% |
| 1Y | -26.5% | -3.6% | -22.9% | -26.5% |
| 3Y | -9.6% | +105.2% | -114.8% | -26.3% |
| 5Y | -20.8% | +112.8% | -133.6% | -43.2% |
| All | -20.8% | +112.9% | -133.7% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling