+138.3%
GLD vs DUOL
-1.5%
+139.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +0.9% |
| 7D | +0.1% | -11.8% | +11.9% | +0.2% |
| 30D | +0.2% | +1.5% | -1.3% | +0.2% |
| 3M | +3.2% | +18.1% | -14.9% | +3.1% |
| 6M | -14.6% | +38.7% | -53.3% | -14.8% |
| YTD | +1.8% | -20.7% | +22.4% | +2.0% |
| 1Y | +20.7% | -49.1% | +69.8% | +21.5% |
| 3Y | +126.5% | -11.0% | +137.5% | +125.3% |
| 5Y | +140.0% | -18.0% | +158.0% | +137.0% |
| All | +138.3% | -1.5% | +139.8% | +135.0% |
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