+650.5%
GFI vs UDR
+2,775.1%
-2,124.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -3.5% | -1.4% | -4.2% |
| 30D | +10.7% | -5.3% | +16.0% | +11.8% |
| 3M | +25.6% | -9.5% | +35.2% | +27.8% |
| 6M | -8.3% | -0.7% | -7.6% | -8.2% |
| YTD | +6.3% | -1.2% | +7.5% | +6.4% |
| 1Y | +22.1% | -5.7% | +27.8% | +23.1% |
| 3Y | +289.2% | +3.7% | +285.5% | +283.4% |
| 5Y | +531.7% | -18.9% | +550.6% | +546.7% |
| 10Y | +1,043.8% | +46.7% | +997.1% | +907.5% |
| All | +650.5% | +2,775.1% | -2,124.6% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling