+151.3%
GEN vs UDR
+47.3%
+104.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.3% | -3.4% | -1.0% | -3.5% |
| 30D | +3.8% | -5.4% | +9.2% | +5.3% |
| 3M | +22.3% | -10.0% | +32.2% | +25.7% |
| 6M | +39.0% | -2.5% | +41.5% | +39.7% |
| YTD | +11.9% | -1.1% | +13.0% | +12.1% |
| 1Y | +4.5% | -3.9% | +8.4% | +5.4% |
| 3Y | +59.0% | +3.4% | +55.5% | +57.3% |
| 5Y | +22.0% | -18.9% | +40.9% | +25.6% |
| All | +151.3% | +47.3% | +104.1% | +133.8% |
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