+632.4%
GEV vs UDR
+6.2%
+626.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -3.5% | +5.1% | +2.1% |
| 30D | -7.9% | -5.3% | -2.6% | -7.3% |
| 3M | +5.6% | -9.5% | +15.2% | +6.6% |
| 6M | +13.1% | -0.7% | +13.7% | +11.4% |
| YTD | +46.7% | -1.2% | +47.9% | +44.4% |
| 1Y | +51.3% | -5.7% | +57.0% | +51.3% |
| All | +632.4% | +6.2% | +626.2% | +577.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling