+93.8%
GD vs UDR
-18.0%
+111.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -5.0% | +3.0% | -8.0% | -5.9% |
| 30D | +8.9% | +10.3% | -1.3% | +5.5% |
| 3M | -8.0% | -2.9% | -5.1% | -7.3% |
| 6M | +2.9% | +0.3% | +2.6% | +2.4% |
| YTD | +7.1% | +3.8% | +3.3% | +5.1% |
| 1Y | +5.9% | +12.7% | -6.8% | +1.1% |
| 3Y | +53.9% | +27.6% | +26.3% | +39.9% |
| All | +93.8% | -18.0% | +111.8% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling