+124.3%
GLDM vs LBRT
+1.0%
+123.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +1.1% |
| 7D | +1.9% | -34.8% | +36.7% | +2.8% |
| 30D | -1.7% | -43.6% | +41.9% | -0.5% |
| 3M | -3.5% | -41.2% | +37.7% | -2.5% |
| 6M | -10.1% | -66.1% | +56.0% | -8.1% |
| YTD | -5.0% | -37.9% | +32.8% | -4.5% |
| 1Y | +2.8% | -33.9% | +36.7% | +3.2% |
| 3Y | +105.1% | -40.9% | +146.0% | +106.1% |
| 5Y | +124.3% | +2.1% | +122.2% | +121.1% |
| All | +124.3% | +1.0% | +123.3% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling