-54.6%
GTLB vs UDR
-20.2%
-34.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -4.9% |
| 7D | +4.6% | -2.1% | +6.6% | +6.1% |
| 30D | +21.0% | -5.6% | +26.6% | +25.7% |
| 3M | +51.7% | -5.8% | +57.5% | +57.5% |
| 6M | +89.3% | -1.1% | +90.4% | +88.4% |
| YTD | +25.6% | +1.6% | +24.0% | +21.6% |
| 1Y | -1.5% | -2.7% | +1.1% | -1.8% |
| 3Y | -9.9% | +6.3% | -16.2% | -19.8% |
| All | -54.6% | -20.2% | -34.4% | -46.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling