+18.6%
GLXY vs UDR
-9.2%
+27.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +2.6% |
| 7D | +15.5% | -2.1% | +17.5% | +15.2% |
| 30D | +34.1% | -5.6% | +39.7% | +33.2% |
| 3M | -11.3% | -5.8% | -5.6% | -12.7% |
| 6M | +31.6% | -1.1% | +32.7% | +26.4% |
| YTD | +21.0% | +1.6% | +19.4% | +17.6% |
| 1Y | +11.7% | -2.7% | +14.3% | +6.6% |
| All | +18.6% | -9.2% | +27.8% | +8.7% |
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 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