-24.9%
GFS vs UDR
+25.4%
-50.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.6% |
| 7D | -7.8% | +3.0% | -10.8% | -8.9% |
| 30D | -19.7% | +10.3% | -29.9% | -22.8% |
| 3M | -23.1% | -2.9% | -20.2% | -22.3% |
| 6M | -46.4% | +0.3% | -46.7% | -47.6% |
| YTD | +11.0% | +3.8% | +7.2% | +5.9% |
| 1Y | +12.6% | +12.7% | -0.1% | +2.0% |
| 3Y | -24.9% | +27.6% | -52.5% | -37.2% |
| All | -24.9% | +25.4% | -50.3% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling