+172.1%
GM vs UDR
+3.4%
+168.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.1% |
| 7D | -1.1% | -3.4% | +2.3% | +0.5% |
| 30D | -3.4% | -5.4% | +2.0% | -1.0% |
| 3M | +8.7% | -10.0% | +18.7% | +13.4% |
| 6M | +15.4% | -2.5% | +18.0% | +15.7% |
| YTD | +6.6% | -1.1% | +7.7% | +5.9% |
| 1Y | +51.5% | -3.9% | +55.4% | +52.4% |
| All | +172.1% | +3.4% | +168.7% | +145.8% |
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