+16.6%
GS vs UDR
+9.8%
+6.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | -1.8% | +1.6% | +0.1% |
| 30D | +3.7% | +7.9% | -4.2% | +2.9% |
| 3M | -10.0% | -0.8% | -9.2% | -10.1% |
| 6M | -1.0% | 0.0% | -1.0% | -2.8% |
| YTD | +7.0% | +3.7% | +3.2% | +6.3% |
| 1Y | +16.6% | +8.5% | +8.1% | +15.2% |
| All | +16.6% | +9.8% | +6.9% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling