+463.3%
GLW vs UDR
+4.7%
+458.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.3% | +7.7% |
| 7D | +14.0% | -2.1% | +16.1% | +14.5% |
| 30D | +0.4% | -5.6% | +6.0% | +1.5% |
| 3M | -11.3% | -5.8% | -5.6% | -10.8% |
| 6M | +35.1% | -1.1% | +36.2% | +33.7% |
| YTD | +90.5% | +1.6% | +88.9% | +86.5% |
| 1Y | +132.0% | -2.7% | +134.7% | +130.7% |
| 3Y | +463.3% | +6.3% | +457.0% | +430.3% |
| All | +463.3% | +4.7% | +458.6% | +430.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling