+172.2%
GRMN vs UDR
+4.1%
+168.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | -1.4% | -3.3% | +1.9% | 0.0% |
| 30D | -13.1% | -5.6% | -7.4% | -10.9% |
| 3M | +14.9% | -9.4% | +24.4% | +19.9% |
| 6M | +13.1% | -3.0% | +16.1% | +14.4% |
| YTD | +35.3% | -0.4% | +35.7% | +35.0% |
| 1Y | +16.0% | -5.1% | +21.1% | +18.1% |
| All | +172.2% | +4.1% | +168.1% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling