+12.0%
GEHC vs UDR
+5.8%
+6.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -5.2% | -2.1% | -3.1% | -4.1% |
| 30D | -7.0% | -5.6% | -1.3% | -4.1% |
| 3M | +3.3% | -5.8% | +9.1% | +6.7% |
| 6M | -10.0% | -1.1% | -8.9% | -9.4% |
| YTD | -18.5% | +1.6% | -20.1% | -19.3% |
| 1Y | -14.4% | -2.7% | -11.7% | -13.4% |
| 3Y | +3.4% | +6.3% | -2.9% | +1.7% |
| All | +12.0% | +5.8% | +6.2% | +6.5% |
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