+64.2%
DUOL vs GGLL
+195.8%
-131.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.4% |
| 7D | +14.0% | +6.3% | +7.7% | +12.7% |
| 30D | +2.9% | -35.1% | +38.0% | +12.2% |
| 3M | +17.8% | -37.7% | +55.5% | +29.4% |
| 6M | +42.8% | -54.1% | +96.9% | +66.0% |
| YTD | -12.1% | -29.4% | +17.3% | -9.9% |
| 1Y | -23.3% | -13.4% | -9.9% | -26.6% |
| 3Y | -24.0% | +158.3% | -182.3% | -56.3% |
| All | +64.2% | +195.8% | -131.6% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling