+394.5%
GLW vs UDR
-20.7%
+415.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.1% |
| 7D | +16.9% | -3.3% | +20.1% | +18.1% |
| 30D | +7.0% | -5.6% | +12.6% | +8.8% |
| 3M | -3.0% | -9.4% | +6.4% | -0.4% |
| 6M | +31.0% | -3.0% | +33.9% | +30.5% |
| YTD | +93.4% | -0.4% | +93.8% | +90.2% |
| 1Y | +134.7% | -5.1% | +139.9% | +135.2% |
| 3Y | +471.8% | +4.2% | +467.6% | +442.7% |
| 5Y | +394.5% | -19.5% | +414.0% | +427.5% |
| All | +394.5% | -20.7% | +415.1% | +427.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling