+16.7%
DUOL vs GPC
+12.4%
+4.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +22.4% | +0.4% | +22.0% | +22.3% |
| 30D | +4.5% | -1.8% | +6.3% | +5.2% |
| 3M | +14.2% | -6.6% | +20.8% | +17.1% |
| 6M | +45.1% | +21.3% | +23.8% | +32.3% |
| YTD | -10.7% | +4.3% | -15.0% | -15.1% |
| 1Y | -18.7% | +3.3% | -22.0% | -22.4% |
| 3Y | -25.9% | +0.8% | -26.7% | -32.9% |
| 5Y | +5.8% | +7.4% | -1.6% | -14.4% |
| All | +16.7% | +12.4% | +4.3% | -6.4% |
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