-15.8%
DUOL vs GGLL
-15.6%
-0.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +4.2% |
| 7D | +1.8% | +2.9% | -1.1% | +1.4% |
| 30D | +11.1% | -33.1% | +44.2% | +14.5% |
| 3M | +21.2% | -31.2% | +52.4% | +24.5% |
| 6M | +56.1% | -49.4% | +105.4% | +63.0% |
| YTD | -6.5% | -26.8% | +20.4% | -5.9% |
| 1Y | -15.8% | -17.7% | +1.9% | -15.4% |
| All | -15.8% | -15.6% | -0.2% | -15.4% |
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