+48.2%
DUOL vs GGLL
+309.0%
-260.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -3.8% |
| 7D | -11.8% | -3.9% | -7.9% | -10.9% |
| 30D | +1.5% | -15.4% | +16.9% | +5.4% |
| 3M | +18.1% | -21.9% | +40.0% | +23.4% |
| 6M | +38.7% | +4.5% | +34.2% | +32.2% |
| YTD | -20.7% | -2.4% | -18.2% | -23.4% |
| 1Y | -49.1% | +57.8% | -106.9% | -58.4% |
| 3Y | -11.0% | +227.2% | -238.2% | -50.1% |
| All | +48.2% | +309.0% | -260.8% | -25.2% |
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