+53.9%
GD vs UDR
+25.4%
+28.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -5.0% | +3.0% | -8.0% | -5.8% |
| 30D | +8.9% | +10.3% | -1.3% | +5.9% |
| 3M | -8.0% | -2.9% | -5.1% | -7.4% |
| 6M | +2.9% | +0.3% | +2.6% | +2.4% |
| YTD | +7.1% | +3.8% | +3.3% | +5.3% |
| 1Y | +5.9% | +12.7% | -6.8% | +1.6% |
| 3Y | +53.9% | +27.6% | +26.3% | +50.4% |
| All | +53.9% | +25.4% | +28.5% | +50.4% |
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