+102.1%
GD vs DUOL
+13.5%
+88.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.7% |
| 7D | -5.0% | +21.9% | -26.9% | -5.8% |
| 30D | +8.9% | +5.7% | +3.2% | +8.6% |
| 3M | -8.0% | +30.9% | -38.9% | -9.3% |
| 6M | +2.9% | +52.8% | -49.9% | +0.6% |
| YTD | +7.1% | -8.6% | +15.7% | +6.8% |
| 1Y | +5.9% | -17.2% | +23.1% | +6.1% |
| 3Y | +53.9% | +2.0% | +51.9% | +49.4% |
| 5Y | +95.4% | +4.4% | +91.1% | +82.1% |
| All | +102.1% | +13.5% | +88.7% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling