+58.1%
GEN vs UDR
+4.7%
+53.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -0.7% | -2.1% | +1.4% | +0.2% |
| 30D | +2.6% | -5.6% | +8.3% | +5.3% |
| 3M | +15.8% | -5.8% | +21.6% | +19.0% |
| 6M | +33.1% | -1.1% | +34.2% | +33.5% |
| YTD | +11.3% | +1.6% | +9.7% | +10.2% |
| 1Y | +1.7% | -2.7% | +4.3% | +2.5% |
| 3Y | +58.1% | +6.3% | +51.8% | +52.2% |
| All | +58.1% | +4.7% | +53.5% | +52.2% |
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 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