+2,064.0%
GS vs UDR
+1,237.7%
+826.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.9% | -2.0% | +2.9% | +2.0% |
| 30D | -1.6% | -5.2% | +3.6% | +1.1% |
| 3M | -4.5% | -5.8% | +1.3% | -2.2% |
| 6M | +20.9% | -1.7% | +22.6% | +20.8% |
| YTD | +19.9% | +2.4% | +17.5% | +17.1% |
| 1Y | +41.4% | -2.1% | +43.5% | +40.9% |
| 3Y | +239.2% | +4.2% | +234.9% | +224.0% |
| 5Y | +185.0% | -20.0% | +205.0% | +206.6% |
| 10Y | +655.0% | +44.6% | +610.3% | +465.7% |
| All | +2,064.0% | +1,237.7% | +826.4% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling