+3.1%
GLDM vs LBRT
-25.0%
+28.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -11.2% | +14.9% | +3.7% |
| 7D | -0.3% | -25.3% | +25.1% | +0.1% |
| 30D | -1.9% | -32.9% | +31.0% | -1.4% |
| 3M | -0.4% | -33.3% | +32.9% | +0.2% |
| 6M | -10.1% | -61.0% | +50.9% | -9.4% |
| YTD | -5.8% | -28.0% | +22.2% | -4.6% |
| 1Y | +3.1% | -21.5% | +24.6% | +5.2% |
| All | +3.1% | -25.0% | +28.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling