+205.6%
GLD vs UDR
+53.3%
+152.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | -2.4% | -3.1% | -5.4% |
| 30D | -7.0% | +6.7% | -13.7% | -7.3% |
| 3M | -12.4% | -1.8% | -10.6% | -12.3% |
| 6M | -18.0% | -1.8% | -16.2% | -18.0% |
| YTD | -10.5% | +2.5% | -13.0% | -10.6% |
| 1Y | -8.1% | +7.9% | -16.0% | -8.4% |
| 3Y | +97.7% | +25.1% | +72.6% | +95.7% |
| 5Y | +103.4% | -21.2% | +124.6% | +103.2% |
| All | +205.6% | +53.3% | +152.3% | +198.8% |
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