+8.4%
GFI vs UDR
+14.9%
-6.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +4.9% |
| 7D | +1.4% | +7.2% | -5.8% | -1.1% |
| 30D | +3.0% | +10.5% | -7.5% | -1.0% |
| 3M | +10.2% | -2.3% | +12.5% | +10.7% |
| 6M | -10.1% | +4.0% | -14.1% | -13.2% |
| YTD | -11.4% | +5.6% | -17.0% | -14.1% |
| 1Y | +8.4% | +13.0% | -4.6% | -0.2% |
| All | +8.4% | +14.9% | -6.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling