+140.3%
GLD vs DUOL
+9.2%
+131.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.8% |
| 7D | -0.5% | +5.1% | -5.6% | -0.5% |
| 30D | +4.4% | +14.1% | -9.7% | +4.3% |
| 3M | -1.1% | +41.5% | -42.6% | -1.3% |
| 6M | -13.8% | +60.6% | -74.4% | -14.0% |
| YTD | +2.6% | -12.0% | +14.6% | +2.8% |
| 1Y | +24.5% | -43.4% | +67.9% | +25.2% |
| 3Y | +125.8% | +3.7% | +122.1% | +124.4% |
| 5Y | +137.8% | -5.3% | +143.1% | +134.4% |
| All | +140.3% | +9.2% | +131.0% | +136.9% |
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