+248.5%
GLDM vs UDR
+32.1%
+216.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | -5.2% | +9.6% | +4.6% |
| 3M | -1.1% | -5.8% | +4.7% | -0.9% |
| 6M | -13.7% | -1.7% | -12.0% | -13.7% |
| YTD | +2.8% | +2.4% | +0.4% | +2.6% |
| 1Y | +24.8% | -2.1% | +27.0% | +24.8% |
| 3Y | +127.8% | +4.2% | +123.6% | +126.9% |
| 5Y | +141.1% | -20.0% | +161.1% | +140.6% |
| All | +248.5% | +32.1% | +216.4% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling