+227.7%
GDX vs UDR
-18.0%
+245.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +4.0% | -2.1% | +6.0% | +4.7% |
| 30D | +9.5% | -5.6% | +15.1% | +11.6% |
| 3M | +25.1% | -5.8% | +30.9% | +27.2% |
| 6M | -2.9% | -1.1% | -1.8% | -3.1% |
| YTD | +14.7% | +1.6% | +13.1% | +13.3% |
| 1Y | +47.4% | -2.7% | +50.1% | +47.7% |
| 3Y | +259.7% | +6.3% | +253.4% | +241.4% |
| 5Y | +227.7% | -19.3% | +247.0% | +232.6% |
| All | +227.7% | -18.0% | +245.7% | +232.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling