-10.1%
DUOL vs GAP
+103.6%
-113.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.7% |
| 7D | -8.6% | -6.3% | -2.3% | -7.4% |
| 30D | +7.2% | -0.2% | +7.4% | +6.9% |
| 3M | +19.1% | 0.0% | +19.0% | +18.7% |
| 6M | +52.5% | -8.1% | +60.6% | +53.1% |
| YTD | -17.3% | -16.5% | -0.8% | -15.7% |
| 1Y | -49.2% | -10.5% | -38.8% | -49.2% |
| All | -10.1% | +103.6% | -113.7% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling