-24.9%
GFS vs DUOL
-0.2%
-24.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.1% | +6.1% |
| 7D | -7.8% | +21.9% | -29.7% | -9.3% |
| 30D | -19.7% | +5.7% | -25.4% | -20.0% |
| 3M | -23.1% | +30.9% | -54.0% | -25.4% |
| 6M | -46.4% | +52.8% | -99.1% | -49.9% |
| YTD | +11.0% | -8.6% | +19.6% | +12.7% |
| 1Y | +12.6% | -17.2% | +29.8% | +16.5% |
| 3Y | -24.9% | +2.0% | -26.9% | -23.3% |
| All | -24.9% | -0.2% | -24.7% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling