+129.7%
GLDM vs UDR
+4.2%
+125.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | +4.4% | -5.2% | +9.6% | +4.7% |
| 3M | -1.1% | -5.8% | +4.7% | -0.8% |
| 6M | -13.7% | -1.7% | -12.0% | -13.7% |
| YTD | +2.8% | +2.4% | +0.4% | +2.5% |
| 1Y | +24.8% | -2.1% | +27.0% | +24.8% |
| All | +129.7% | +4.2% | +125.4% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling