+43.5%
GH vs DUOL
+3.5%
+39.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +5.0% | +1.1% |
| 7D | -2.1% | -7.8% | +5.7% | -0.1% |
| 30D | -4.5% | +11.8% | -16.3% | -7.8% |
| 3M | +28.9% | +24.1% | +4.8% | +19.8% |
| 6M | +76.5% | +43.6% | +32.9% | +55.3% |
| YTD | +57.6% | -16.6% | +74.2% | +59.9% |
| 1Y | +167.5% | -46.0% | +213.6% | +197.2% |
| 3Y | +377.4% | -6.5% | +383.9% | +275.9% |
| 5Y | +23.8% | -7.4% | +31.2% | -24.8% |
| All | +43.5% | +3.5% | +39.9% | -16.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling