-52.0%
GTLB vs UDR
-19.6%
-32.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +11.1% | -2.0% | +13.0% | +12.6% |
| 30D | +37.8% | -5.2% | +43.0% | +42.8% |
| 3M | +61.6% | -5.8% | +67.4% | +67.7% |
| 6M | +98.9% | -1.7% | +100.6% | +98.9% |
| YTD | +32.8% | +2.4% | +30.4% | +27.8% |
| 1Y | +14.7% | -2.1% | +16.8% | +13.9% |
| 3Y | +1.3% | +4.2% | -2.9% | -7.8% |
| All | -52.0% | -19.6% | -32.4% | -43.4% |
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