+40.2%
GH vs DUOL
+1.6%
+38.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.5% | -7.0% | +4.5% | -0.8% |
| 30D | -4.7% | +6.7% | -11.4% | -6.9% |
| 3M | +20.2% | +16.0% | +4.2% | +13.7% |
| 6M | +78.8% | +45.4% | +33.4% | +56.7% |
| YTD | +54.1% | -18.1% | +72.2% | +56.9% |
| 1Y | +177.1% | -53.6% | +230.6% | +223.0% |
| 3Y | +371.6% | -11.0% | +382.6% | +277.9% |
| 5Y | +21.9% | -17.1% | +39.0% | -24.8% |
| All | +40.2% | +1.6% | +38.6% | -18.0% |
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 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