+22.6%
OWL vs GLDM
+122.1%
-99.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -8.0% | -7.3% |
| 7D | -5.0% | +1.9% | -6.9% | -5.3% |
| 30D | +9.0% | -1.7% | +10.7% | +9.3% |
| 3M | -12.7% | -3.5% | -9.2% | -12.2% |
| 6M | -4.0% | -10.1% | +6.0% | -2.6% |
| YTD | -29.6% | -5.0% | -24.5% | -29.5% |
| 1Y | -31.9% | +2.8% | -34.7% | -32.8% |
| 3Y | -13.1% | +105.1% | -118.2% | -29.7% |
| 5Y | -27.0% | +124.3% | -151.3% | -45.9% |
| All | +22.6% | +122.1% | -99.5% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling