+129.7%
GLDM vs LBRT
+25.4%
+104.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -0.5% | +8.3% | -8.8% | -0.6% |
| 30D | +4.4% | +6.1% | -1.7% | +4.3% |
| 3M | -1.1% | -34.8% | +33.7% | -0.5% |
| 6M | -13.7% | -24.8% | +11.2% | -13.4% |
| YTD | +2.8% | +12.2% | -9.5% | +2.5% |
| 1Y | +24.8% | +94.0% | -69.1% | +23.2% |
| All | +129.7% | +25.4% | +104.2% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling