+52.6%
GM vs UDR
-1.4%
+54.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | -2.0% | +3.9% | +2.5% |
| 30D | -1.4% | -5.2% | +3.8% | +0.1% |
| 3M | +5.9% | -5.8% | +11.7% | +7.3% |
| 6M | +12.4% | -1.7% | +14.1% | +11.4% |
| YTD | +8.6% | +2.4% | +6.3% | +5.9% |
| 1Y | +52.6% | -2.1% | +54.7% | +53.6% |
| All | +52.6% | -1.4% | +54.0% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling