+9.0%
DUOL vs GAP
-7.3%
+16.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.2% |
| 7D | -7.8% | +1.7% | -9.5% | -8.2% |
| 30D | +11.8% | +9.3% | +2.5% | +9.2% |
| 3M | +24.1% | +6.1% | +18.0% | +22.0% |
| 6M | +43.6% | -2.3% | +45.9% | +42.3% |
| YTD | -16.6% | -10.6% | -6.0% | -16.0% |
| 1Y | -46.0% | -4.4% | -41.6% | -46.8% |
| 3Y | -6.5% | +118.3% | -124.8% | -29.7% |
| 5Y | -7.4% | +12.2% | -19.6% | -24.0% |
| All | +9.0% | -7.3% | +16.3% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling