+326.3%
GDX vs UDR
+54.6%
+271.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -6.8% | -0.4% | -6.4% | -6.7% |
| 30D | -2.1% | +7.8% | -9.9% | -3.4% |
| 3M | -7.5% | -2.8% | -4.7% | -7.1% |
| 6M | -15.2% | -1.4% | -13.7% | -15.1% |
| YTD | -4.8% | +3.4% | -8.2% | -5.6% |
| 1Y | +6.7% | +9.9% | -3.1% | +4.8% |
| 3Y | +212.7% | +28.5% | +184.2% | +199.3% |
| 5Y | +151.7% | -20.5% | +172.1% | +152.0% |
| All | +326.3% | +54.6% | +271.6% | +296.3% |
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