+12.4%
GD vs DUOL
-44.9%
+57.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.6% |
| 7D | -3.5% | -7.8% | +4.3% | -3.2% |
| 30D | -9.0% | +11.8% | -20.9% | -9.4% |
| 3M | +5.1% | +24.1% | -19.0% | +4.1% |
| 6M | -1.0% | +43.6% | -44.6% | -2.5% |
| YTD | +7.3% | -16.6% | +23.9% | +8.1% |
| 1Y | +12.4% | -46.0% | +58.5% | +16.8% |
| All | +12.4% | -44.9% | +57.4% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling