+27.9%
GAP vs UDR
+47.2%
-19.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | -4.1% | -3.5% | -0.6% | -1.6% |
| 30D | +6.2% | -5.3% | +11.5% | +10.5% |
| 3M | -0.7% | -9.5% | +8.8% | +6.3% |
| 6M | -7.1% | -0.7% | -6.5% | -7.3% |
| YTD | -14.1% | -1.2% | -12.9% | -14.0% |
| 1Y | -8.5% | -5.7% | -2.7% | -5.4% |
| 3Y | +115.4% | +3.7% | +111.6% | +102.5% |
| 5Y | +9.8% | -18.9% | +28.8% | +22.0% |
| All | +27.9% | +47.2% | -19.3% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling