+627.7%
GEV vs DUOL
-38.3%
+666.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.3% |
| 7D | +3.2% | -11.8% | +14.9% | +5.1% |
| 30D | -4.0% | +1.5% | -5.5% | -4.7% |
| 3M | +3.4% | +18.1% | -14.7% | -1.4% |
| 6M | +14.7% | +38.7% | -24.0% | +4.2% |
| YTD | +45.8% | -20.7% | +66.4% | +51.2% |
| 1Y | +57.4% | -49.1% | +106.5% | +80.9% |
| All | +627.7% | -38.3% | +666.0% | +580.0% |
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