+637.6%
GRMN vs UDR
+47.3%
+590.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.8% | -3.4% | +1.6% | -0.3% |
| 30D | -12.1% | -5.4% | -6.7% | -10.0% |
| 3M | +18.0% | -10.0% | +28.0% | +23.3% |
| 6M | +13.7% | -2.5% | +16.3% | +14.6% |
| YTD | +35.3% | -1.1% | +36.4% | +35.3% |
| 1Y | +17.2% | -3.9% | +21.1% | +18.6% |
| 3Y | +179.6% | +3.4% | +176.2% | +171.9% |
| 5Y | +75.6% | -18.9% | +94.4% | +86.7% |
| All | +637.6% | +47.3% | +590.4% | +534.2% |
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 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