+40.2%
GDX vs UDR
-3.8%
+44.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.2% | -3.5% | +1.3% | -1.7% |
| 30D | +6.8% | -5.3% | +12.1% | +7.6% |
| 3M | +24.9% | -9.5% | +34.5% | +26.6% |
| 6M | -4.2% | -0.7% | -3.6% | -5.3% |
| YTD | +13.2% | -1.2% | +14.4% | +13.6% |
| 1Y | +40.2% | -5.7% | +45.9% | +44.1% |
| All | +40.2% | -3.8% | +44.0% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling