+6.8%
GPC vs UDR
+14.9%
-8.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.1% |
| 7D | +4.1% | +7.2% | -3.1% | +0.9% |
| 30D | +0.1% | +10.5% | -10.3% | -4.3% |
| 3M | -3.9% | -2.3% | -1.6% | -2.8% |
| 6M | +24.4% | +4.0% | +20.4% | +23.8% |
| YTD | +5.7% | +5.6% | +0.1% | +4.3% |
| 1Y | +6.8% | +13.0% | -6.3% | +1.5% |
| All | +6.8% | +14.9% | -8.2% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling