+19,778.3%
GD vs UDR
+2,955.2%
+16,823.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -3.9% | +4.5% | -8.4% | -5.0% |
| 30D | +8.1% | +9.6% | -1.5% | +5.5% |
| 3M | -6.8% | -2.7% | -4.0% | -6.2% |
| 6M | +3.0% | +1.8% | +1.2% | +2.3% |
| YTD | +7.8% | +5.0% | +2.7% | +6.0% |
| 1Y | +5.8% | +12.1% | -6.3% | +2.3% |
| 3Y | +55.3% | +26.2% | +29.2% | +44.6% |
| 5Y | +96.7% | -17.6% | +114.3% | +102.3% |
| 10Y | +195.4% | +54.2% | +141.2% | +158.6% |
| All | +19,778.3% | +2,955.2% | +16,823.0% | +10,762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling