+17.7%
GFS vs DUOL
-38.2%
+55.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +26.0% | -31.9% | -1.9% |
| 7D | -12.5% | +19.3% | -31.8% | -9.4% |
| 30D | -16.9% | +9.6% | -26.6% | -15.0% |
| 3M | -22.3% | +17.1% | -39.3% | -19.2% |
| 6M | -40.2% | +46.3% | -86.5% | -36.5% |
| YTD | +16.0% | -8.1% | +24.1% | +30.1% |
| 1Y | +17.7% | -38.5% | +56.1% | +40.8% |
| All | +17.7% | -38.2% | +55.9% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling