-1.1%
GAP vs UDR
+54.6%
-55.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | -7.1% | +7.8% | -14.8% | -12.0% |
| 3M | +4.1% | -2.8% | +6.9% | +6.3% |
| 6M | +1.9% | -1.4% | +3.4% | +2.7% |
| YTD | -15.2% | +3.4% | -18.6% | -17.9% |
| 1Y | -10.6% | +9.9% | -20.5% | -17.3% |
| 3Y | +74.6% | +28.5% | +46.1% | +39.7% |
| 5Y | +3.7% | -20.5% | +24.2% | +17.6% |
| All | -1.1% | +54.6% | -55.7% | -19.4% |
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