-25.2%
GIS vs UDR
-20.3%
-4.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -8.4% | -3.4% | -5.0% | -7.5% |
| 30D | -5.2% | -5.4% | +0.2% | -3.7% |
| 3M | +8.2% | -10.0% | +18.1% | +11.5% |
| 6M | -12.0% | -2.5% | -9.5% | -11.2% |
| YTD | -18.9% | -1.1% | -17.8% | -18.5% |
| 1Y | -23.6% | -3.9% | -19.7% | -22.8% |
| 3Y | -37.6% | +3.4% | -41.1% | -38.0% |
| 5Y | -25.2% | -18.9% | -6.3% | -23.2% |
| All | -25.2% | -20.3% | -4.9% | -23.2% |
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