+76.8%
GM vs UDR
-20.1%
+96.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.2% |
| 7D | -1.1% | -3.4% | +2.3% | +0.8% |
| 30D | -3.4% | -5.4% | +2.0% | -0.6% |
| 3M | +8.7% | -10.0% | +18.7% | +14.4% |
| 6M | +15.4% | -2.5% | +18.0% | +16.0% |
| YTD | +6.6% | -1.1% | +7.7% | +6.0% |
| 1Y | +51.5% | -3.9% | +55.4% | +52.8% |
| 3Y | +169.3% | +3.4% | +165.9% | +153.7% |
| All | +76.8% | -20.1% | +96.9% | +100.1% |
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