+1,438.8%
GIS vs UDR
+2,798.0%
-1,359.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -8.6% | -3.3% | -5.3% | -8.1% |
| 30D | -0.5% | -5.6% | +5.2% | +0.4% |
| 3M | +11.9% | -9.4% | +21.3% | +13.7% |
| 6M | -11.6% | -3.0% | -8.6% | -11.2% |
| YTD | -16.3% | -0.4% | -15.9% | -16.3% |
| 1Y | -21.8% | -5.1% | -16.6% | -21.2% |
| 3Y | -35.7% | +4.2% | -39.9% | -36.3% |
| 5Y | -22.9% | -19.5% | -3.3% | -21.3% |
| 10Y | -16.8% | +47.9% | -64.7% | -23.1% |
| All | +1,438.8% | +2,798.0% | -1,359.3% | +899.0% |
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