+7.4%
GPC vs UDR
-19.0%
+26.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | +2.0% | -1.7% | -0.5% |
| 30D | -1.8% | +7.9% | -9.7% | -5.0% |
| 3M | -6.6% | -1.5% | -5.1% | -6.0% |
| 6M | +21.3% | +0.9% | +20.4% | +20.9% |
| YTD | +4.3% | +4.0% | +0.3% | +2.3% |
| 1Y | +3.3% | +10.4% | -7.1% | -1.3% |
| 3Y | +0.8% | +26.9% | -26.2% | -10.1% |
| 5Y | +7.4% | -19.4% | +26.8% | +16.2% |
| All | +7.4% | -19.0% | +26.4% | +16.2% |
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