+87.4%
GPC vs UDR
+44.7%
+42.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.8% |
| 7D | -0.6% | -3.3% | +2.6% | +1.0% |
| 30D | +1.3% | -5.6% | +6.9% | +4.2% |
| 3M | +37.1% | -9.4% | +46.5% | +43.9% |
| 6M | +23.2% | -3.0% | +26.1% | +24.7% |
| YTD | +13.1% | -0.4% | +13.5% | +12.9% |
| 1Y | +0.9% | -5.1% | +6.0% | +2.9% |
| 3Y | -0.8% | +4.2% | -5.0% | -4.7% |
| 5Y | +31.1% | -19.5% | +50.6% | +40.7% |
| 10Y | +87.4% | +47.9% | +39.5% | +49.1% |
| All | +87.4% | +44.7% | +42.7% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling