+7.0%
DUOL vs GAP
-10.9%
+17.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.7% |
| 7D | -7.0% | -4.1% | -2.9% | -6.1% |
| 30D | +6.7% | +6.2% | +0.5% | +4.9% |
| 3M | +16.0% | -0.7% | +16.7% | +15.8% |
| 6M | +45.4% | -7.1% | +52.5% | +45.8% |
| YTD | -18.1% | -14.1% | -4.1% | -16.8% |
| 1Y | -53.6% | -8.5% | -45.1% | -53.8% |
| 3Y | -11.0% | +115.4% | -126.3% | -33.0% |
| 5Y | -17.1% | +9.8% | -27.0% | -31.3% |
| All | +7.0% | -10.9% | +17.9% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling