+104.2%
GD vs DUOL
+9.2%
+94.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.7% |
| 7D | -5.3% | +5.1% | -10.3% | -5.5% |
| 30D | -6.4% | +14.1% | -20.6% | -7.1% |
| 3M | +5.7% | +41.5% | -35.8% | +3.9% |
| 6M | -0.9% | +60.6% | -61.6% | -3.4% |
| YTD | +8.2% | -12.0% | +20.1% | +8.2% |
| 1Y | +13.4% | -43.4% | +56.8% | +15.5% |
| 3Y | +68.5% | +3.7% | +64.8% | +63.5% |
| 5Y | +97.2% | -5.3% | +102.4% | +84.3% |
| All | +104.2% | +9.2% | +94.9% | +91.5% |
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 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