+243.0%
GS vs UDR
+4.2%
+238.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.9% | -2.0% | +2.9% | +1.8% |
| 30D | -1.6% | -5.2% | +3.6% | +0.7% |
| 3M | -4.5% | -5.8% | +1.3% | -2.6% |
| 6M | +20.9% | -1.7% | +22.6% | +20.4% |
| YTD | +19.9% | +2.4% | +17.5% | +16.7% |
| 1Y | +41.4% | -2.1% | +43.5% | +40.9% |
| All | +243.0% | +4.2% | +238.7% | +231.4% |
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