-12.3%
GFS vs DUOL
-12.4%
0.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.7% | +5.4% |
| 7D | -3.1% | +14.0% | -17.2% | -5.4% |
| 30D | -16.0% | +2.9% | -18.9% | -16.8% |
| 3M | -24.7% | +17.8% | -42.5% | -27.5% |
| 6M | -45.1% | +42.8% | -88.0% | -49.7% |
| YTD | +16.5% | -12.1% | +28.6% | +15.5% |
| 1Y | +19.3% | -23.3% | +42.7% | +21.6% |
| 3Y | -20.0% | -24.0% | +4.1% | -22.9% |
| 5Y | -32.0% | +5.1% | -37.1% | -55.3% |
| All | -12.3% | -12.4% | 0.0% | -47.3% |
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