+138.9%
GLD vs DUOL
-10.4%
+149.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -1.7% |
| 7D | +0.7% | -7.8% | +8.5% | +0.8% |
| 30D | +0.3% | +11.8% | -11.5% | +0.3% |
| 3M | +0.6% | +24.1% | -23.5% | +0.5% |
| 6M | -15.6% | +43.6% | -59.2% | -15.8% |
| YTD | +0.9% | -16.6% | +17.4% | +1.1% |
| 1Y | +19.4% | -46.0% | +65.4% | +20.1% |
| 3Y | +124.5% | -6.5% | +130.9% | +123.3% |
| 5Y | +138.9% | -7.4% | +146.4% | +135.0% |
| All | +138.9% | -10.4% | +149.3% | +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 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