+138.9%
GLD vs UDR
-18.0%
+156.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +0.7% | -2.1% | +2.8% | +0.9% |
| 30D | +0.3% | -5.6% | +5.9% | +0.7% |
| 3M | +0.6% | -5.8% | +6.4% | +1.0% |
| 6M | -15.6% | -1.1% | -14.5% | -15.6% |
| YTD | +0.9% | +1.6% | -0.7% | +0.6% |
| 1Y | +19.4% | -2.7% | +22.0% | +19.4% |
| 3Y | +124.5% | +6.3% | +118.2% | +121.9% |
| 5Y | +138.9% | -19.3% | +158.3% | +136.8% |
| All | +138.9% | -18.0% | +156.9% | +136.8% |
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 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