+98.7%
GLDM vs UDR
+27.3%
+71.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -5.5% | +7.8% | -13.2% | -6.0% |
| 3M | -10.9% | -2.8% | -8.1% | -10.7% |
| 6M | -17.3% | -1.4% | -15.9% | -17.4% |
| YTD | -10.2% | +3.4% | -13.6% | -10.6% |
| 1Y | -6.9% | +9.9% | -16.8% | -7.9% |
| 3Y | +98.7% | +28.5% | +70.1% | +87.4% |
| All | +98.7% | +27.3% | +71.3% | +87.4% |
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