+2,449.8%
GPN vs UDR
+1,007.3%
+1,442.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.9% |
| 7D | -6.2% | -3.3% | -3.0% | -5.0% |
| 30D | +1.0% | -5.6% | +6.7% | +3.3% |
| 3M | +36.9% | -9.4% | +46.3% | +42.3% |
| 6M | +16.8% | -3.0% | +19.7% | +17.9% |
| YTD | +13.2% | -0.4% | +13.6% | +13.1% |
| 1Y | +1.4% | -5.1% | +6.6% | +3.3% |
| 3Y | -28.6% | +4.2% | -32.9% | -30.0% |
| 5Y | -47.0% | -19.5% | -27.5% | -43.0% |
| 10Y | +25.2% | +47.9% | -22.7% | +9.7% |
| All | +2,449.8% | +1,007.3% | +1,442.5% | +788.7% |
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 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