-38.5%
DUOL vs GAP
+10.4%
-48.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +8.0% | +18.0% | +23.9% |
| 7D | +19.3% | +8.0% | +11.3% | +17.4% |
| 30D | +9.6% | +2.7% | +6.9% | +8.8% |
| 3M | +17.1% | +16.0% | +1.0% | +13.6% |
| 6M | +46.3% | +2.0% | +44.3% | +43.1% |
| YTD | -8.1% | -4.4% | -3.7% | -9.9% |
| 1Y | -38.5% | +9.2% | -47.6% | -46.5% |
| All | -38.5% | +10.4% | -48.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling