+291.6%
GDX vs UDR
+47.3%
+244.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.3% |
| 7D | -5.4% | -3.4% | -2.0% | -4.8% |
| 30D | +6.6% | -5.4% | +12.0% | +7.6% |
| 3M | +30.1% | -10.0% | +40.1% | +32.3% |
| 6M | -7.1% | -2.5% | -4.6% | -6.9% |
| YTD | +12.0% | -1.1% | +13.1% | +11.9% |
| 1Y | +41.2% | -3.9% | +45.1% | +41.7% |
| 3Y | +251.0% | +3.4% | +247.5% | +246.1% |
| 5Y | +226.7% | -18.9% | +245.6% | +229.3% |
| All | +291.6% | +47.3% | +244.3% | +248.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling