+63.5%
DUOL vs FGI
-69.8%
+133.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -5.3% |
| 7D | -7.8% | +5.2% | -13.0% | -8.0% |
| 30D | +11.8% | +65.2% | -53.4% | +8.1% |
| 3M | +24.1% | +30.2% | -6.1% | +20.6% |
| 6M | +43.6% | +87.8% | -44.2% | +34.4% |
| YTD | -16.6% | +32.5% | -49.0% | -20.8% |
| 1Y | -46.0% | +93.6% | -139.6% | -51.7% |
| 3Y | -6.5% | -2.6% | -3.9% | -15.3% |
| All | +63.5% | -69.8% | +133.3% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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