+219.4%
GLDM vs UDR
+33.9%
+185.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +4.7% | +3.0% | +1.7% | +4.6% |
| 30D | -0.9% | +10.3% | -11.1% | -1.2% |
| 3M | -4.3% | -2.9% | -1.4% | -4.2% |
| 6M | -13.4% | +0.3% | -13.7% | -13.5% |
| YTD | -5.8% | +3.8% | -9.6% | -6.0% |
| 1Y | +2.1% | +12.7% | -10.7% | +1.5% |
| 3Y | +105.0% | +27.6% | +77.5% | +103.0% |
| 5Y | +122.5% | -18.6% | +141.1% | +121.9% |
| All | +219.4% | +33.9% | +185.5% | +222.8% |
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