+225.3%
GLDM vs UDR
+34.4%
+191.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +5.0% | +2.2% | +2.7% | +4.9% |
| 30D | -1.3% | +8.0% | -9.3% | -1.6% |
| 3M | -4.7% | -3.3% | -1.4% | -4.6% |
| 6M | -12.4% | +1.0% | -13.4% | -12.5% |
| YTD | -4.1% | +4.2% | -8.2% | -4.3% |
| 1Y | +3.3% | +10.8% | -7.5% | +2.9% |
| 3Y | +110.9% | +30.1% | +80.8% | +108.8% |
| 5Y | +124.8% | -18.9% | +143.7% | +124.1% |
| All | +225.3% | +34.4% | +191.0% | +228.8% |
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