-38.5%
DUOL vs GWRE
-24.5%
-13.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +5.9% | +20.0% | +23.3% |
| 7D | +19.3% | +2.2% | +17.1% | +18.4% |
| 30D | +9.6% | +4.5% | +5.1% | +7.3% |
| 3M | +17.1% | +6.4% | +10.6% | +10.9% |
| 6M | +46.3% | +18.8% | +27.5% | +30.4% |
| YTD | -8.1% | -15.1% | +7.0% | -6.6% |
| 1Y | -38.5% | -23.4% | -15.0% | -25.1% |
| All | -38.5% | -24.5% | -13.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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