-18.0%
DUOL vs GPC
+30.9%
-48.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.2% |
| 7D | -11.8% | -0.6% | -11.2% | -11.6% |
| 30D | +1.5% | +1.3% | +0.2% | +0.9% |
| 3M | +18.1% | +37.1% | -19.0% | +2.8% |
| 6M | +38.7% | +23.2% | +15.5% | +25.8% |
| YTD | -20.7% | +13.1% | -33.7% | -26.9% |
| 1Y | -49.1% | +0.9% | -49.9% | -50.1% |
| 3Y | -11.0% | -0.8% | -10.2% | -16.4% |
| 5Y | -18.0% | +31.1% | -49.1% | -40.2% |
| All | -18.0% | +30.9% | -48.9% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling