+70.8%
DUOL vs GGLL
+188.6%
-117.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | +21.9% | +3.1% | +18.8% | +21.4% |
| 30D | +5.7% | -36.3% | +42.1% | +15.9% |
| 3M | +30.9% | -40.4% | +71.2% | +45.2% |
| 6M | +52.8% | -54.6% | +107.4% | +78.0% |
| YTD | -8.6% | -31.1% | +22.5% | -5.8% |
| 1Y | -17.2% | -19.2% | +2.0% | -19.3% |
| 3Y | +2.0% | +151.5% | -149.6% | -41.0% |
| All | +70.8% | +188.6% | -117.9% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling