-12.2%
GGLL vs UDR
+14.9%
-27.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +6.5% |
| 7D | -23.1% | +7.2% | -30.3% | -22.9% |
| 30D | -32.9% | +10.5% | -43.3% | -33.1% |
| 3M | -44.9% | -2.3% | -42.6% | -44.0% |
| 6M | -49.5% | +4.0% | -53.5% | -48.9% |
| YTD | -28.9% | +5.6% | -34.5% | -28.8% |
| 1Y | -12.2% | +13.0% | -25.2% | -14.2% |
| All | -12.2% | +14.9% | -27.1% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling