+119.0%
GLDM vs DUOL
+16.1%
+103.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -5.9% | -1.2% |
| 7D | -2.0% | +1.8% | -3.7% | -2.0% |
| 30D | -4.4% | +11.1% | -15.5% | -4.6% |
| 3M | -8.8% | +21.2% | -30.0% | -9.0% |
| 6M | -15.9% | +56.1% | -72.0% | -16.2% |
| YTD | -7.7% | -6.5% | -1.2% | -7.6% |
| 1Y | -3.6% | -15.8% | +12.2% | -3.5% |
| 3Y | +105.2% | -22.4% | +127.6% | +104.6% |
| 5Y | +112.8% | +8.3% | +104.4% | +108.8% |
| All | +119.0% | +16.1% | +103.0% | +115.7% |
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