+2,883.5%
GE vs UDR
+2,878.3%
+5.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | -2.0% | +0.4% | -0.8% |
| 30D | -11.6% | -5.2% | -6.4% | -9.8% |
| 3M | +3.0% | -5.8% | +8.8% | +5.1% |
| 6M | -0.5% | -1.7% | +1.2% | -0.2% |
| YTD | +9.7% | +2.4% | +7.4% | +8.1% |
| 1Y | +20.0% | -2.1% | +22.2% | +20.0% |
| 3Y | +275.8% | +4.2% | +271.6% | +262.5% |
| 5Y | +429.1% | -20.0% | +449.1% | +459.2% |
| 10Y | +151.2% | +44.6% | +106.5% | +108.8% |
| All | +2,883.5% | +2,878.3% | +5.3% | +1,038.2% |
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 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