-49.6%
GLXY vs UDR
+0.4%
-50.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.3% | +13.5% | +12.8% |
| 7D | +14.3% | -1.8% | +16.1% | +11.3% |
| 30D | -19.6% | +7.9% | -27.6% | -10.1% |
| 3M | -20.7% | -0.8% | -19.9% | -21.2% |
| 6M | -49.6% | 0.0% | -49.6% | -49.2% |
| All | -49.6% | +0.4% | -50.0% | -49.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling