+222.0%
GLDM vs UDR
+35.5%
+186.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.9% | +4.5% | -2.6% | +1.7% |
| 30D | -1.7% | +9.6% | -11.3% | -2.0% |
| 3M | -3.5% | -2.7% | -0.8% | -3.5% |
| 6M | -10.1% | +1.8% | -11.8% | -10.2% |
| YTD | -5.0% | +5.0% | -10.1% | -5.3% |
| 1Y | +2.8% | +12.1% | -9.3% | +2.3% |
| 3Y | +105.1% | +26.2% | +79.0% | +103.2% |
| 5Y | +124.3% | -17.6% | +141.9% | +123.6% |
| All | +222.0% | +35.5% | +186.5% | +225.3% |
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