+732.3%
GLD vs UDR
+329.6%
+402.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.7% |
| 7D | +2.8% | +2.0% | +0.8% | +2.8% |
| 30D | -4.0% | +7.9% | -11.9% | -4.1% |
| 3M | -8.2% | -1.5% | -6.8% | -8.2% |
| 6M | -14.8% | +0.9% | -15.7% | -14.9% |
| YTD | -6.8% | +4.0% | -10.8% | -6.9% |
| 1Y | -2.4% | +10.4% | -12.8% | -2.6% |
| 3Y | +105.8% | +26.9% | +78.8% | +104.8% |
| 5Y | +113.3% | -19.4% | +132.7% | +113.4% |
| 10Y | +208.4% | +57.0% | +151.4% | +206.1% |
| All | +732.3% | +329.6% | +402.7% | +680.3% |
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