-2.1%
GLDM vs UDR
+11.3%
-13.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.1% |
| 3M | -8.1% | -1.5% | -6.7% | -8.3% |
| 6M | -14.7% | +0.9% | -15.6% | -15.2% |
| YTD | -6.6% | +4.0% | -10.6% | -6.4% |
| 1Y | -2.1% | +10.4% | -12.4% | -2.4% |
| All | -2.1% | +11.3% | -13.3% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling