+165.5%
GGLL vs UDR
+27.3%
+138.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +7.7% | -0.4% | +8.1% | +7.7% |
| 30D | -30.2% | +7.8% | -38.0% | -31.4% |
| 3M | -31.3% | -2.8% | -28.5% | -30.7% |
| 6M | -52.1% | -1.4% | -50.6% | -51.9% |
| YTD | -25.9% | +3.4% | -29.3% | -26.9% |
| 1Y | -8.5% | +9.9% | -18.3% | -11.3% |
| 3Y | +165.5% | +28.5% | +137.0% | +159.0% |
| All | +165.5% | +27.3% | +138.2% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling