-58.4%
GME vs UDR
-20.2%
-38.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +10.4% | -3.5% | +13.8% | +12.6% |
| 30D | +14.1% | -5.3% | +19.4% | +17.5% |
| 3M | -4.6% | -9.5% | +4.9% | +0.5% |
| 6M | -13.5% | -0.7% | -12.9% | -14.3% |
| YTD | +5.3% | -1.2% | +6.5% | +4.2% |
| 1Y | -14.9% | -5.7% | -9.1% | -13.4% |
| 3Y | +24.3% | +3.7% | +20.5% | +11.2% |
| All | -58.4% | -20.2% | -38.2% | -52.8% |
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 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