-7.8%
GFS vs UDR
-20.7%
+12.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | +17.2% | -2.4% | +19.6% | +18.5% |
| 30D | -8.7% | +6.7% | -15.4% | -11.9% |
| 3M | -19.7% | -1.8% | -17.9% | -19.4% |
| 6M | -40.7% | -1.8% | -38.9% | -41.4% |
| YTD | +22.5% | +2.5% | +20.0% | +17.6% |
| 1Y | +25.2% | +7.9% | +17.3% | +16.4% |
| 3Y | -17.7% | +25.1% | -42.7% | -30.5% |
| 5Y | -23.5% | -21.2% | -2.4% | -11.9% |
| All | -7.8% | -20.7% | +12.9% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling