+177.4%
GD vs UDR
+54.2%
+123.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | -3.0% | +2.2% | -5.3% | -4.0% |
| 30D | +9.3% | +8.0% | +1.2% | +5.8% |
| 3M | -7.2% | -3.3% | -3.9% | -6.1% |
| 6M | +5.5% | +1.0% | +4.4% | +4.5% |
| YTD | +9.5% | +4.2% | +5.3% | +6.8% |
| 1Y | +6.4% | +10.8% | -4.4% | +1.0% |
| 3Y | +59.8% | +30.1% | +29.7% | +39.0% |
| 5Y | +98.0% | -18.9% | +116.9% | +109.3% |
| 10Y | +177.4% | +53.4% | +124.0% | +135.5% |
| All | +177.4% | +54.2% | +123.2% | +135.5% |
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 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