-38.1%
GLXY vs UDR
-7.0%
-31.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.8% |
| 7D | -16.2% | +2.0% | -18.2% | -15.5% |
| 30D | -30.6% | +7.9% | -38.5% | -29.5% |
| 3M | -27.7% | -1.5% | -26.3% | -27.2% |
| 6M | -53.3% | +0.9% | -54.2% | -54.2% |
| YTD | -36.9% | +4.0% | -40.9% | -38.0% |
| 1Y | -55.6% | +10.4% | -66.0% | -55.7% |
| All | -38.1% | -7.0% | -31.1% | -42.7% |
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 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