+75.9%
DUOL vs FGI
-66.3%
+142.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.3% | -4.3% |
| 7D | +0.3% | +13.5% | -13.3% | -0.2% |
| 30D | +12.4% | +17.1% | -4.7% | +11.6% |
| 3M | +16.9% | +78.0% | -61.1% | +12.6% |
| 6M | +48.5% | +46.4% | +2.1% | +43.1% |
| YTD | -10.3% | +47.7% | -58.0% | -15.2% |
| 1Y | -15.6% | +56.8% | -72.4% | -21.0% |
| 3Y | -25.6% | +12.3% | -37.8% | -33.2% |
| All | +75.9% | -66.3% | +142.2% | +81.1% |
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