+106.7%
GD vs DUOL
+9.1%
+97.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.4% |
| 7D | -3.0% | +14.0% | -17.1% | -3.7% |
| 30D | +9.3% | +2.9% | +6.4% | +9.0% |
| 3M | -7.2% | +17.8% | -25.0% | -8.1% |
| 6M | +5.5% | +42.8% | -37.4% | +3.3% |
| YTD | +9.5% | -12.1% | +21.6% | +9.4% |
| 1Y | +6.4% | -23.3% | +29.8% | +6.9% |
| 3Y | +59.8% | -24.0% | +83.9% | +57.6% |
| 5Y | +98.0% | +5.1% | +92.9% | +84.9% |
| All | +106.7% | +9.1% | +97.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 10y: compounded portfolio wealth divided by compounded DUOL 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…
10y analysis · Full analysis span regression · 6 months rolling