-43.7%
GPN vs UDR
-20.1%
-23.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | -3.5% | -3.4% | -0.1% | -1.4% |
| 30D | +3.1% | -5.4% | +8.6% | +6.8% |
| 3M | +42.3% | -10.0% | +52.3% | +51.8% |
| 6M | +20.9% | -2.5% | +23.4% | +22.2% |
| YTD | +15.2% | -1.1% | +16.3% | +15.3% |
| 1Y | +5.4% | -3.9% | +9.3% | +7.4% |
| 3Y | -27.4% | +3.4% | -30.8% | -29.6% |
| All | -43.7% | -20.1% | -23.5% | -36.1% |
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 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