+230.7%
GM vs UDR
+184.1%
+46.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.3% |
| 7D | -1.1% | -3.3% | +2.1% | +0.7% |
| 30D | -4.6% | -5.6% | +1.1% | -1.6% |
| 3M | +0.2% | -9.4% | +9.6% | +5.2% |
| 6M | +12.6% | -3.0% | +15.6% | +13.7% |
| YTD | +3.7% | -0.4% | +4.1% | +2.9% |
| 1Y | +45.6% | -5.1% | +50.8% | +48.2% |
| 3Y | +162.0% | +4.2% | +157.8% | +149.2% |
| 5Y | +80.5% | -19.5% | +100.0% | +94.9% |
| 10Y | +231.3% | +47.9% | +183.4% | +154.3% |
| All | +230.7% | +184.1% | +46.6% | +68.8% |
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 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