+188.6%
GGLL vs UDR
-5.4%
+194.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | +3.1% | +3.0% | +0.1% | +1.9% |
| 30D | -36.3% | +10.3% | -46.6% | -39.2% |
| 3M | -40.4% | -2.9% | -37.4% | -39.7% |
| 6M | -54.6% | +0.3% | -54.9% | -55.0% |
| YTD | -31.1% | +3.8% | -34.9% | -33.2% |
| 1Y | -19.2% | +12.7% | -31.9% | -24.9% |
| 3Y | +151.5% | +27.6% | +124.0% | +104.8% |
| All | +188.6% | -5.4% | +194.0% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling