+25.3%
GPN vs UDR
+47.2%
-21.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -3.5% | -1.1% | -2.4% |
| 30D | -0.3% | -5.3% | +5.0% | +3.3% |
| 3M | +35.4% | -9.5% | +45.0% | +44.4% |
| 6M | +21.7% | -0.7% | +22.3% | +21.5% |
| YTD | +14.9% | -1.2% | +16.1% | +14.9% |
| 1Y | +3.2% | -5.7% | +8.9% | +6.4% |
| 3Y | -27.1% | +3.7% | -30.9% | -30.0% |
| 5Y | -44.4% | -18.9% | -25.4% | -38.5% |
| All | +25.3% | +47.2% | -21.9% | +7.7% |
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