+15.0%
DUOL vs GPC
+24.5%
-9.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.9% | -3.2% |
| 7D | +5.1% | +1.2% | +3.9% | +4.5% |
| 30D | +14.1% | +6.0% | +8.2% | +11.3% |
| 3M | +41.5% | +42.6% | -1.1% | +21.2% |
| 6M | +60.6% | +22.8% | +37.9% | +46.2% |
| YTD | -12.0% | +15.5% | -27.4% | -19.5% |
| 1Y | -43.4% | +2.0% | -45.4% | -44.7% |
| 3Y | +3.7% | -1.4% | +5.2% | -1.4% |
| 5Y | -5.3% | +30.6% | -35.9% | -26.6% |
| All | +15.0% | +24.5% | -9.4% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling