+381.9%
GDDY vs UDR
+54.7%
+327.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | -7.0% | -3.4% | -3.6% | -5.9% |
| 30D | +6.2% | -5.4% | +11.6% | +8.4% |
| 3M | +20.0% | -10.0% | +30.0% | +24.9% |
| 6M | +6.8% | -2.5% | +9.4% | +7.8% |
| YTD | -22.3% | -1.1% | -21.2% | -22.2% |
| 1Y | -33.5% | -3.9% | -29.6% | -32.8% |
| 3Y | +29.2% | +3.4% | +25.8% | +25.8% |
| 5Y | +28.1% | -18.9% | +47.0% | +34.6% |
| 10Y | +200.2% | +46.8% | +153.4% | +162.8% |
| All | +381.9% | +54.7% | +327.1% | +311.7% |
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