+38.2%
GLW vs UDR
+9.8%
+28.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.3% |
| 7D | +1.4% | -1.8% | +3.2% | +0.7% |
| 30D | -18.2% | +7.9% | -26.1% | -16.0% |
| 3M | -24.2% | -0.8% | -23.4% | -23.9% |
| 6M | -41.7% | 0.0% | -41.7% | -42.4% |
| YTD | +38.3% | +3.7% | +34.6% | +37.2% |
| 1Y | +38.2% | +8.5% | +29.7% | +33.9% |
| All | +38.2% | +9.8% | +28.4% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling