-38.5%
DUOL vs GGLL
-11.6%
-26.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +6.5% | +19.5% | +25.3% |
| 7D | +19.3% | -23.1% | +42.4% | +20.9% |
| 30D | +9.6% | -32.9% | +42.5% | +12.4% |
| 3M | +17.1% | -44.9% | +62.0% | +21.4% |
| 6M | +46.3% | -49.5% | +95.8% | +51.3% |
| YTD | -8.1% | -28.9% | +20.8% | -7.2% |
| 1Y | -38.5% | -12.2% | -26.3% | -38.3% |
| All | -38.5% | -11.6% | -26.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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