+155.9%
GDX vs DUOL
+16.9%
+139.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | -0.6% |
| 7D | -6.8% | +3.0% | -9.9% | -7.0% |
| 30D | -2.1% | +18.3% | -20.4% | -3.4% |
| 3M | -7.5% | +14.7% | -22.2% | -8.7% |
| 6M | -15.2% | +57.5% | -72.6% | -18.3% |
| YTD | -4.8% | -5.8% | +1.0% | -5.2% |
| 1Y | +6.7% | -11.4% | +18.1% | +6.7% |
| 3Y | +212.7% | -22.5% | +235.2% | +205.3% |
| 5Y | +151.7% | +6.6% | +145.0% | +120.6% |
| All | +155.9% | +16.9% | +139.0% | +124.7% |
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