+76.2%
GGLL vs UDR
-1.4%
+77.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -4.8% | -2.0% | -2.8% | -4.7% |
| 30D | -13.7% | -5.2% | -8.5% | -13.5% |
| 3M | -21.9% | -5.8% | -16.1% | -21.6% |
| 6M | +11.7% | -1.7% | +13.4% | +9.0% |
| YTD | +2.3% | +2.4% | -0.1% | +2.1% |
| 1Y | +76.2% | -2.1% | +78.3% | +80.3% |
| All | +76.2% | -1.4% | +77.6% | +80.3% |
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 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