-33.4%
GLXY vs UDR
-8.4%
-25.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.8% | -5.3% |
| 7D | +16.9% | -2.4% | +19.3% | +16.1% |
| 30D | -23.0% | +6.7% | -29.7% | -22.1% |
| 3M | -28.0% | -1.8% | -26.2% | -27.8% |
| 6M | -51.6% | -1.8% | -49.8% | -52.6% |
| YTD | -32.1% | +2.5% | -34.6% | -33.6% |
| 1Y | -51.5% | +7.9% | -59.4% | -51.9% |
| All | -33.4% | -8.4% | -25.1% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling