+159.7%
GILD vs UDR
+47.2%
+112.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -4.8% | -3.5% | -1.4% | -4.1% |
| 30D | +5.8% | -5.3% | +11.1% | +7.1% |
| 3M | +14.9% | -9.5% | +24.5% | +17.5% |
| 6M | -0.4% | -0.7% | +0.3% | -0.3% |
| YTD | +18.5% | -1.2% | +19.7% | +18.6% |
| 1Y | +25.1% | -5.7% | +30.9% | +26.4% |
| 3Y | +105.9% | +3.7% | +102.2% | +102.7% |
| 5Y | +143.0% | -18.9% | +161.9% | +149.2% |
| All | +159.7% | +47.2% | +112.5% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling