-25.2%
GIS vs DUOL
-15.6%
-9.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -3.0% |
| 7D | -8.4% | -8.6% | +0.2% | -8.4% |
| 30D | -5.2% | +7.2% | -12.4% | -5.2% |
| 3M | +8.2% | +19.1% | -10.9% | +8.3% |
| 6M | -12.0% | +52.5% | -64.5% | -11.6% |
| YTD | -18.9% | -17.3% | -1.6% | -19.1% |
| 1Y | -23.6% | -49.2% | +25.6% | -24.4% |
| 3Y | -37.6% | -7.3% | -30.4% | -37.4% |
| 5Y | -25.2% | -16.3% | -8.9% | -25.2% |
| All | -25.2% | -15.6% | -9.6% | -25.2% |
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 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