-46.4%
GFS vs UDR
+0.3%
-46.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +5.2% |
| 7D | -7.8% | +3.0% | -10.8% | -5.2% |
| 30D | -19.7% | +10.3% | -29.9% | -12.3% |
| 3M | -23.1% | -2.9% | -20.2% | -24.7% |
| 6M | -46.4% | +0.3% | -46.7% | -48.3% |
| All | -46.4% | +0.3% | -46.6% | -48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling