+259.7%
GDX vs UDR
+4.7%
+255.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +4.0% | -2.1% | +6.0% | +4.6% |
| 30D | +9.5% | -5.6% | +15.1% | +11.3% |
| 3M | +25.1% | -5.8% | +30.9% | +26.9% |
| 6M | -2.9% | -1.1% | -1.8% | -3.2% |
| YTD | +14.7% | +1.6% | +13.1% | +13.4% |
| 1Y | +47.4% | -2.7% | +50.1% | +47.7% |
| 3Y | +259.7% | +6.3% | +253.4% | +253.2% |
| All | +259.7% | +4.7% | +255.0% | +253.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling