+218.2%
GLD vs UDR
+44.7%
+173.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | +0.1% | -3.3% | +3.4% | +0.3% |
| 30D | +0.2% | -5.6% | +5.8% | +0.4% |
| 3M | +3.2% | -9.4% | +12.6% | +3.6% |
| 6M | -14.6% | -3.0% | -11.7% | -14.6% |
| YTD | +1.8% | -0.4% | +2.2% | +1.7% |
| 1Y | +20.7% | -5.1% | +25.9% | +20.9% |
| 3Y | +126.5% | +4.2% | +122.3% | +125.5% |
| 5Y | +140.0% | -19.5% | +159.6% | +139.9% |
| 10Y | +218.2% | +47.9% | +170.3% | +210.1% |
| All | +218.2% | +44.7% | +173.6% | +210.1% |
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