-17.7%
GGLL vs UDR
+9.8%
-27.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | +2.9% | -1.8% | +4.7% | +2.9% |
| 30D | -33.1% | +7.9% | -41.1% | -33.4% |
| 3M | -31.2% | -0.8% | -30.4% | -30.3% |
| 6M | -49.4% | 0.0% | -49.3% | -48.7% |
| YTD | -26.8% | +3.7% | -30.6% | -27.2% |
| 1Y | -17.7% | +8.5% | -26.2% | -20.5% |
| All | -17.7% | +9.8% | -27.5% | -20.5% |
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