+516.2%
GLW vs UDR
+57.1%
+459.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -11.1% | +2.0% | -13.1% | -12.0% |
| 30D | -28.4% | +7.9% | -36.3% | -31.1% |
| 3M | -28.8% | -1.5% | -27.3% | -28.8% |
| 6M | -39.8% | +0.9% | -40.7% | -41.0% |
| YTD | +28.7% | +4.0% | +24.7% | +23.5% |
| 1Y | +27.7% | +10.4% | +17.3% | +18.9% |
| 3Y | +331.3% | +26.9% | +304.4% | +265.5% |
| 5Y | +233.4% | -19.4% | +252.8% | +251.9% |
| All | +516.2% | +57.1% | +459.1% | +398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling