-2.7%
GFS vs UDR
-21.4%
+18.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.1% |
| 7D | +2.6% | -2.1% | +4.7% | +3.7% |
| 30D | -16.4% | -5.6% | -10.8% | -14.0% |
| 3M | -41.6% | -5.8% | -35.8% | -40.5% |
| 6M | -3.7% | -1.1% | -2.6% | -4.8% |
| YTD | +29.3% | +1.6% | +27.7% | +25.2% |
| 1Y | +37.1% | -2.7% | +39.8% | +36.0% |
| 3Y | -22.1% | +6.3% | -28.4% | -27.6% |
| All | -2.7% | -21.4% | +18.7% | +13.3% |
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