+417.9%
GE vs UDR
-20.7%
+438.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.1% |
| 7D | -1.2% | -3.3% | +2.0% | 0.0% |
| 30D | -11.3% | -5.6% | -5.6% | -9.3% |
| 3M | -1.4% | -9.4% | +8.0% | +2.0% |
| 6M | +1.2% | -3.0% | +4.2% | +1.8% |
| YTD | +5.9% | -0.4% | +6.3% | +5.3% |
| 1Y | +18.4% | -5.1% | +23.5% | +19.7% |
| 3Y | +271.0% | +4.2% | +266.8% | +258.6% |
| 5Y | +417.9% | -19.5% | +437.5% | +468.0% |
| All | +417.9% | -20.7% | +438.6% | +468.0% |
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