-7.8%
GFS vs DUOL
-10.6%
+2.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | 0.0% |
| 7D | +17.2% | +0.3% | +17.0% | +17.2% |
| 30D | -8.7% | +12.4% | -21.1% | -10.7% |
| 3M | -19.7% | +16.9% | -36.6% | -22.5% |
| 6M | -40.7% | +48.5% | -89.2% | -46.0% |
| YTD | +22.5% | -10.3% | +32.8% | +21.2% |
| 1Y | +25.2% | -15.6% | +40.9% | +25.3% |
| 3Y | -17.7% | -25.6% | +7.9% | -20.3% |
| 5Y | -23.5% | +1.5% | -25.1% | -51.5% |
| All | -7.8% | -10.6% | +2.8% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling