-2.7%
GFS vs DUOL
-16.9%
+14.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +5.0% | +0.5% |
| 7D | +2.6% | -7.8% | +10.4% | +3.9% |
| 30D | -16.4% | +11.8% | -28.2% | -18.2% |
| 3M | -41.6% | +24.1% | -65.7% | -44.5% |
| 6M | -3.7% | +43.6% | -47.3% | -11.9% |
| YTD | +29.3% | -16.6% | +45.9% | +30.3% |
| 1Y | +37.1% | -46.0% | +83.2% | +49.4% |
| 3Y | -22.1% | -6.5% | -15.7% | -28.4% |
| All | -2.7% | -16.9% | +14.2% | -40.5% |
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