-2.4%
GFS vs UDR
-20.8%
+18.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -2.0% | +3.0% | +2.0% |
| 30D | -8.6% | -5.2% | -3.4% | -6.1% |
| 3M | -46.5% | -5.8% | -40.8% | -45.6% |
| 6M | -4.8% | -1.7% | -3.1% | -5.5% |
| YTD | +29.7% | +2.4% | +27.3% | +25.1% |
| 1Y | +35.8% | -2.1% | +38.0% | +34.3% |
| 3Y | -18.3% | +4.2% | -22.5% | -23.1% |
| All | -2.4% | -20.8% | +18.4% | +13.2% |
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 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