+486.7%
GS vs UDR
+50.7%
+436.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -3.2% | +3.0% | -6.2% | -4.6% |
| 30D | -2.4% | +10.3% | -12.7% | -7.0% |
| 3M | -15.7% | -2.9% | -12.8% | -14.7% |
| 6M | -6.8% | +0.3% | -7.1% | -7.8% |
| YTD | -0.1% | +3.8% | -3.9% | -3.1% |
| 1Y | +12.1% | +12.7% | -0.6% | +4.0% |
| 3Y | +185.8% | +27.6% | +158.2% | +147.4% |
| 5Y | +140.1% | -18.6% | +158.7% | +156.0% |
| All | +486.7% | +50.7% | +436.0% | +440.9% |
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