+328.4%
GGLL vs UDR
-7.4%
+335.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +1.9% | -2.1% | +3.9% | +2.8% |
| 30D | -9.7% | -5.6% | -4.1% | -7.4% |
| 3M | -18.0% | -5.8% | -12.2% | -16.1% |
| 6M | +15.3% | -1.1% | +16.4% | +15.3% |
| YTD | +2.2% | +1.6% | +0.6% | +0.3% |
| 1Y | +73.1% | -2.7% | +75.7% | +73.1% |
| 3Y | +242.7% | +6.3% | +236.4% | +219.5% |
| All | +328.4% | -7.4% | +335.8% | +356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling