+401.3%
GH vs UDR
+23.7%
+377.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | -2.0% | +1.9% | +1.1% |
| 30D | -1.1% | -5.2% | +4.1% | +1.7% |
| 3M | +21.3% | -5.8% | +27.1% | +24.9% |
| 6M | +73.5% | -1.7% | +75.2% | +74.1% |
| YTD | +58.0% | +2.4% | +55.7% | +55.0% |
| 1Y | +163.1% | -2.1% | +165.2% | +163.5% |
| 3Y | +361.0% | +4.2% | +356.8% | +342.4% |
| 5Y | +22.5% | -20.0% | +42.5% | +33.5% |
| All | +401.3% | +23.7% | +377.6% | +369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling