-36.9%
GLXY vs UDR
-7.6%
-29.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.1% | -5.0% |
| 7D | +5.3% | -0.4% | +5.7% | +5.2% |
| 30D | -19.8% | +7.8% | -27.6% | -18.6% |
| 3M | -31.4% | -2.8% | -28.6% | -31.1% |
| 6M | -53.3% | -1.4% | -51.9% | -54.0% |
| YTD | -35.7% | +3.4% | -39.1% | -36.9% |
| 1Y | -47.2% | +9.9% | -57.1% | -47.4% |
| All | -36.9% | -7.6% | -29.4% | -41.7% |
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