+211.8%
GDXJ vs UDR
+47.3%
+164.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -6.2% | -3.4% | -2.8% | -5.4% |
| 30D | +4.6% | -5.4% | +10.1% | +6.0% |
| 3M | +31.3% | -10.0% | +41.2% | +34.4% |
| 6M | -10.7% | -2.5% | -8.1% | -10.4% |
| YTD | +9.1% | -1.1% | +10.2% | +8.9% |
| 1Y | +44.1% | -3.9% | +48.0% | +44.8% |
| 3Y | +285.4% | +3.4% | +281.9% | +277.3% |
| 5Y | +228.4% | -18.9% | +247.3% | +234.7% |
| All | +211.8% | +47.3% | +164.5% | +177.7% |
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