+79.8%
GDXJ vs UDR
+331.8%
-251.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.0% |
| 7D | +0.9% | -3.3% | +4.2% | +2.0% |
| 30D | +8.8% | -5.6% | +14.5% | +10.8% |
| 3M | +29.8% | -9.4% | +39.3% | +33.6% |
| 6M | -5.8% | -3.0% | -2.9% | -5.4% |
| YTD | +13.6% | -0.4% | +14.0% | +13.1% |
| 1Y | +54.5% | -5.1% | +59.6% | +56.0% |
| 3Y | +301.4% | +4.2% | +297.2% | +289.2% |
| 5Y | +236.3% | -19.5% | +255.9% | +249.9% |
| 10Y | +240.1% | +47.9% | +192.2% | +169.5% |
| All | +79.8% | +331.8% | -251.9% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling