-23.4%
GIS vs DUOL
-1.5%
-21.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.6% |
| 7D | -8.6% | -11.8% | +3.2% | -8.6% |
| 30D | -0.5% | +1.5% | -2.0% | -0.4% |
| 3M | +11.9% | +18.1% | -6.2% | +12.1% |
| 6M | -11.6% | +38.7% | -50.3% | -11.2% |
| YTD | -16.3% | -20.7% | +4.3% | -16.6% |
| 1Y | -21.8% | -49.1% | +27.3% | -22.5% |
| 3Y | -35.7% | -11.0% | -24.6% | -35.3% |
| 5Y | -22.9% | -18.0% | -4.9% | -22.9% |
| All | -23.4% | -1.5% | -21.8% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling