+20.7%
GLD vs DUOL
-48.8%
+69.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +0.7% |
| 7D | +0.1% | -11.8% | +11.9% | -0.3% |
| 30D | +0.2% | +1.5% | -1.3% | +0.3% |
| 3M | +3.2% | +18.1% | -14.9% | +3.9% |
| 6M | -14.6% | +38.7% | -53.3% | -13.6% |
| YTD | +1.8% | -20.7% | +22.4% | +2.8% |
| 1Y | +20.7% | -49.1% | +69.8% | +23.2% |
| All | +20.7% | -48.8% | +69.6% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling