+2,284.7%
GPC vs UDR
+2,878.3%
-593.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | -2.0% | +3.2% | +1.8% |
| 30D | +6.0% | -5.2% | +11.2% | +7.7% |
| 3M | +42.6% | -5.8% | +48.4% | +45.3% |
| 6M | +22.8% | -1.7% | +24.5% | +23.3% |
| YTD | +15.5% | +2.4% | +13.1% | +14.5% |
| 1Y | +2.0% | -2.1% | +4.2% | +2.4% |
| 3Y | -1.4% | +4.2% | -5.6% | -3.4% |
| 5Y | +30.6% | -20.0% | +50.6% | +37.0% |
| 10Y | +80.6% | +44.6% | +36.0% | +58.8% |
| All | +2,284.7% | +2,878.3% | -593.6% | +1,098.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling