-54.5%
GTLB vs UDR
-22.3%
-32.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.6% |
| 7D | -4.1% | -3.4% | -0.7% | -1.7% |
| 30D | +12.3% | -5.4% | +17.8% | +16.7% |
| 3M | +65.9% | -10.0% | +75.9% | +77.9% |
| 6M | +104.0% | -2.5% | +106.5% | +104.8% |
| YTD | +26.0% | -1.1% | +27.2% | +24.3% |
| 1Y | -3.5% | -3.9% | +0.4% | -3.0% |
| 3Y | -9.6% | +3.4% | -13.1% | -18.0% |
| All | -54.5% | -22.3% | -32.1% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling