+56.2%
GD vs UDR
+27.3%
+28.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +2.7% | -0.4% | +3.0% | +2.8% |
| 30D | +8.6% | +7.8% | +0.8% | +6.3% |
| 3M | -7.1% | -2.8% | -4.3% | -6.4% |
| 6M | +7.5% | -1.4% | +8.9% | +7.5% |
| YTD | +9.9% | +3.4% | +6.5% | +8.2% |
| 1Y | +7.6% | +9.9% | -2.3% | +3.9% |
| 3Y | +56.2% | +28.5% | +27.7% | +52.4% |
| All | +56.2% | +27.3% | +28.9% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling