-3.1%
GEHC vs DUOL
-8.7%
+5.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.9% |
| 7D | -7.9% | -8.6% | +0.7% | -7.0% |
| 30D | -11.7% | +7.2% | -18.9% | -12.4% |
| 3M | +0.8% | +19.1% | -18.3% | -1.3% |
| 6M | -11.6% | +52.5% | -64.1% | -15.9% |
| YTD | -21.6% | -17.3% | -4.3% | -20.6% |
| 1Y | -15.3% | -49.2% | +33.9% | -10.1% |
| All | -3.1% | -8.7% | +5.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling