+8.1%
DUOL vs GFI
+471.0%
-462.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.1% | +4.5% |
| 7D | -8.6% | -5.1% | -3.5% | -8.2% |
| 30D | +7.2% | +13.4% | -6.3% | +5.9% |
| 3M | +19.1% | +36.2% | -17.2% | +15.4% |
| 6M | +52.5% | -9.8% | +62.3% | +52.9% |
| YTD | -17.3% | +7.7% | -25.0% | -19.7% |
| 1Y | -49.2% | +27.2% | -76.4% | -52.0% |
| 3Y | -7.3% | +300.3% | -307.5% | -28.5% |
| 5Y | -16.3% | +539.8% | -556.1% | -37.1% |
| All | +8.1% | +471.0% | -462.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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