+0.9%
GPC vs UDR
-4.3%
+5.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.7% |
| 7D | -0.6% | -3.3% | +2.6% | +0.8% |
| 30D | +1.3% | -5.6% | +6.9% | +3.9% |
| 3M | +37.1% | -9.4% | +46.5% | +43.5% |
| 6M | +23.2% | -3.0% | +26.1% | +26.3% |
| YTD | +13.1% | -0.4% | +13.5% | +14.4% |
| 1Y | +0.9% | -5.1% | +6.0% | +3.1% |
| All | +0.9% | -4.3% | +5.1% | +3.1% |
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 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