+23.2%
GH vs DUOL
-15.6%
+38.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -3.4% |
| 7D | -1.2% | -8.6% | +7.4% | +0.9% |
| 30D | -3.7% | +7.2% | -10.8% | -6.0% |
| 3M | +21.7% | +19.1% | +2.6% | +14.2% |
| 6M | +75.7% | +52.5% | +23.2% | +51.6% |
| YTD | +55.7% | -17.3% | +73.0% | +58.2% |
| 1Y | +181.1% | -49.2% | +230.3% | +218.9% |
| 3Y | +371.6% | -7.3% | +378.9% | +268.8% |
| 5Y | +23.2% | -16.3% | +39.5% | -26.9% |
| All | +23.2% | -15.6% | +38.8% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling