+2,202.2%
GAP vs UDR
+2,878.3%
-676.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | -2.0% | -2.5% | -3.7% |
| 30D | +9.0% | -5.2% | +14.2% | +11.4% |
| 3M | +5.0% | -5.8% | +10.8% | +7.3% |
| 6M | -17.8% | -1.7% | -16.1% | -17.4% |
| YTD | -10.4% | +2.4% | -12.8% | -11.5% |
| 1Y | -3.4% | -2.1% | -1.3% | -2.9% |
| 3Y | +111.5% | +4.2% | +107.3% | +106.3% |
| 5Y | +8.8% | -20.0% | +28.8% | +17.4% |
| 10Y | +32.9% | +44.6% | -11.7% | +17.8% |
| All | +2,202.2% | +2,878.3% | -676.0% | +711.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling