+125.5%
GLDM vs LBRT
+8.5%
+117.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -11.2% | +14.9% | +3.9% |
| 7D | -0.3% | -25.3% | +25.1% | +0.3% |
| 30D | -1.9% | -32.9% | +31.0% | -1.1% |
| 3M | -0.4% | -33.3% | +32.9% | +0.4% |
| 6M | -10.1% | -61.0% | +50.9% | -8.4% |
| YTD | -5.8% | -28.0% | +22.2% | -5.5% |
| 1Y | +3.1% | -21.5% | +24.6% | +3.2% |
| 3Y | +103.4% | -31.5% | +134.9% | +103.9% |
| 5Y | +125.5% | +12.3% | +113.2% | +120.7% |
| All | +125.5% | +8.5% | +117.0% | +120.7% |
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