+2,047.2%
GNRC vs UDR
+334.0%
+1,713.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.2% |
| 7D | -0.7% | -3.4% | +2.6% | +1.2% |
| 30D | -15.8% | -5.4% | -10.4% | -13.3% |
| 3M | -24.0% | -10.0% | -14.1% | -20.1% |
| 6M | -13.8% | -2.5% | -11.2% | -13.6% |
| YTD | +33.2% | -1.1% | +34.3% | +32.1% |
| 1Y | -1.8% | -3.9% | +2.1% | -1.3% |
| 3Y | +57.7% | +3.4% | +54.3% | +50.0% |
| 5Y | -59.7% | -18.9% | -40.9% | -55.9% |
| 10Y | +430.7% | +46.8% | +383.9% | +304.8% |
| All | +2,047.2% | +334.0% | +1,713.2% | +936.8% |
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