+174.0%
GD vs UDR
+53.1%
+120.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.9% | +2.0% | -3.9% | -2.8% |
| 30D | +10.9% | +7.9% | +3.0% | +7.4% |
| 3M | -6.8% | -1.5% | -5.3% | -6.3% |
| 6M | +7.0% | +0.9% | +6.1% | +6.1% |
| YTD | +11.1% | +4.0% | +7.1% | +8.4% |
| 1Y | +7.0% | +10.4% | -3.3% | +1.8% |
| 3Y | +59.9% | +26.9% | +33.0% | +40.5% |
| 5Y | +102.5% | -19.4% | +121.8% | +114.6% |
| 10Y | +174.0% | +57.0% | +117.0% | +127.8% |
| All | +174.0% | +53.1% | +120.9% | +127.8% |
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