-10.9%
GTLB vs UDR
+3.3%
-14.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -3.5% | -2.2% | -4.2% |
| 30D | +15.1% | -5.3% | +20.4% | +17.9% |
| 3M | +65.5% | -9.5% | +75.0% | +72.7% |
| 6M | +102.9% | -0.7% | +103.5% | +101.4% |
| YTD | +25.2% | -1.2% | +26.4% | +24.1% |
| 1Y | -5.5% | -5.7% | +0.2% | -3.8% |
| 3Y | -10.9% | +3.7% | -14.6% | -12.3% |
| All | -10.9% | +3.3% | -14.2% | -12.3% |
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 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