+71.9%
GEN vs UDR
+27.7%
+44.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -0.8% | -1.8% | +0.9% | +0.1% |
| 30D | +31.2% | +7.9% | +23.3% | +26.7% |
| 3M | +6.1% | -0.8% | +6.8% | +6.4% |
| 6M | +38.1% | 0.0% | +38.1% | +37.8% |
| YTD | +14.4% | +3.7% | +10.6% | +12.2% |
| 1Y | +15.1% | +8.5% | +6.6% | +10.4% |
| All | +71.9% | +27.7% | +44.2% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling