-20.8%
GIS vs UDR
+47.3%
-68.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -8.4% | -3.4% | -5.0% | -7.6% |
| 30D | -5.2% | -5.4% | +0.2% | -3.8% |
| 3M | +8.2% | -10.0% | +18.1% | +11.2% |
| 6M | -12.0% | -2.5% | -9.5% | -11.4% |
| YTD | -18.9% | -1.1% | -17.8% | -18.6% |
| 1Y | -23.6% | -3.9% | -19.7% | -22.9% |
| 3Y | -37.6% | +3.4% | -41.1% | -38.4% |
| 5Y | -25.2% | -18.9% | -6.3% | -22.7% |
| All | -20.8% | +47.3% | -68.1% | -32.8% |
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