+216.8%
GLDM vs UDR
+34.2%
+182.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +2.9% | +2.0% | +0.8% | +2.8% |
| 30D | -3.9% | +7.9% | -11.8% | -4.2% |
| 3M | -8.1% | -1.5% | -6.7% | -8.1% |
| 6M | -14.7% | +0.9% | -15.6% | -14.8% |
| YTD | -6.6% | +4.0% | -10.6% | -6.8% |
| 1Y | -2.1% | +10.4% | -12.4% | -2.5% |
| 3Y | +107.7% | +26.9% | +80.8% | +105.7% |
| 5Y | +116.5% | -19.4% | +135.8% | +115.9% |
| All | +216.8% | +34.2% | +182.6% | +220.2% |
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