-4.8%
GFS vs DUOL
+53.1%
-58.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.3% | +0.7% |
| 7D | +1.0% | +5.1% | -4.1% | +2.7% |
| 30D | -8.6% | +14.1% | -22.7% | -4.2% |
| 3M | -46.5% | +41.5% | -88.1% | -40.0% |
| 6M | -4.8% | +60.6% | -65.4% | +4.2% |
| All | -4.8% | +53.1% | -58.0% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling