+44.6%
GFS vs DUOL
-47.0%
+91.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.2% | +0.4% |
| 7D | +3.2% | -8.6% | +11.8% | +2.4% |
| 30D | -9.6% | +7.2% | -16.7% | -8.8% |
| 3M | -38.5% | +19.1% | -57.5% | -37.6% |
| 6M | -1.3% | +52.5% | -53.8% | -1.8% |
| YTD | +31.8% | -17.3% | +49.1% | +43.1% |
| 1Y | +44.6% | -49.2% | +93.8% | +75.0% |
| All | +44.6% | -47.0% | +91.6% | +75.0% |
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 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