+233.4%
GLW vs UDR
-19.0%
+252.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +2.0% | -13.1% | -11.7% |
| 30D | -28.4% | +7.9% | -36.3% | -30.3% |
| 3M | -28.8% | -1.5% | -27.3% | -28.7% |
| 6M | -39.8% | +0.9% | -40.7% | -40.8% |
| YTD | +28.7% | +4.0% | +24.7% | +24.5% |
| 1Y | +27.7% | +10.4% | +17.3% | +20.4% |
| 3Y | +331.3% | +26.9% | +304.4% | +274.8% |
| 5Y | +233.4% | -19.4% | +252.8% | +247.4% |
| All | +233.4% | -19.0% | +252.5% | +247.4% |
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