+502.4%
GFI vs UDR
-20.2%
+522.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -3.5% | -1.4% | -3.7% |
| 30D | +10.7% | -5.3% | +16.0% | +12.7% |
| 3M | +25.6% | -9.5% | +35.2% | +29.6% |
| 6M | -8.3% | -0.7% | -7.6% | -8.4% |
| YTD | +6.3% | -1.2% | +7.5% | +6.2% |
| 1Y | +22.1% | -5.7% | +27.8% | +23.8% |
| 3Y | +289.2% | +3.7% | +285.5% | +269.7% |
| All | +502.4% | -20.2% | +522.6% | +508.9% |
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