+29.3%
GPC vs UDR
-18.0%
+47.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | +0.2% | -2.1% | +2.3% | +1.1% |
| 30D | -0.4% | -5.6% | +5.2% | +2.1% |
| 3M | +39.2% | -5.8% | +45.0% | +43.0% |
| 6M | +18.2% | -1.1% | +19.3% | +18.8% |
| YTD | +12.1% | +1.6% | +10.5% | +11.1% |
| 1Y | -0.7% | -2.7% | +2.0% | +0.2% |
| 3Y | -1.7% | +6.3% | -8.0% | -5.4% |
| 5Y | +29.3% | -19.3% | +48.6% | +41.3% |
| All | +29.3% | -18.0% | +47.3% | +41.3% |
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