+19,851.2%
GD vs UDR
+2,878.3%
+16,973.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | -2.0% | -3.3% | -4.8% |
| 30D | -6.4% | -5.2% | -1.2% | -5.2% |
| 3M | +5.7% | -5.8% | +11.5% | +7.2% |
| 6M | -0.9% | -1.7% | +0.7% | -0.7% |
| YTD | +8.2% | +2.4% | +5.8% | +7.1% |
| 1Y | +13.4% | -2.1% | +15.5% | +13.6% |
| 3Y | +68.5% | +4.2% | +64.3% | +64.7% |
| 5Y | +97.2% | -20.0% | +117.1% | +104.3% |
| 10Y | +190.2% | +44.6% | +145.5% | +157.8% |
| All | +19,851.2% | +2,878.3% | +16,973.0% | +10,881.1% |
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