+1,704.0%
GS vs UDR
+1,256.3%
+447.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -3.2% | +3.0% | -6.2% | -4.7% |
| 30D | -2.4% | +10.3% | -12.7% | -7.3% |
| 3M | -15.7% | -2.9% | -12.8% | -14.6% |
| 6M | -6.8% | +0.3% | -7.1% | -7.8% |
| YTD | -0.1% | +3.8% | -3.9% | -3.2% |
| 1Y | +12.1% | +12.7% | -0.6% | +3.8% |
| 3Y | +185.8% | +27.6% | +158.2% | +145.6% |
| 5Y | +140.1% | -18.6% | +158.7% | +156.1% |
| 10Y | +505.2% | +52.4% | +452.8% | +341.9% |
| All | +1,704.0% | +1,256.3% | +447.7% | +265.3% |
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