+438.8%
GS vs UDR
+54.6%
+384.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | +5.9% | -0.4% | +6.2% | +6.1% |
| 30D | +4.3% | +7.8% | -3.5% | +0.5% |
| 3M | -11.7% | -2.8% | -8.9% | -10.6% |
| 6M | -3.2% | -1.4% | -1.7% | -3.4% |
| YTD | +5.8% | +3.4% | +2.4% | +2.7% |
| 1Y | +16.0% | +9.9% | +6.2% | +9.1% |
| 3Y | +199.8% | +28.5% | +171.2% | +158.3% |
| 5Y | +155.5% | -20.5% | +176.0% | +175.9% |
| All | +438.8% | +54.6% | +384.2% | +387.7% |
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