-19.9%
GGLL vs UDR
+11.4%
-31.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | +6.3% | +2.2% | +4.1% | +6.3% |
| 30D | -35.1% | +8.0% | -43.1% | -35.3% |
| 3M | -37.7% | -3.3% | -34.4% | -36.7% |
| 6M | -54.1% | +1.0% | -55.1% | -53.6% |
| YTD | -29.4% | +4.2% | -33.6% | -29.7% |
| All | -19.9% | +11.4% | -31.4% | -24.4% |
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