+127.7%
GLDM vs DUOL
+9.1%
+118.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +1.9% |
| 7D | +5.0% | +14.0% | -9.1% | +4.8% |
| 30D | -1.3% | +2.9% | -4.2% | -1.4% |
| 3M | -4.7% | +17.8% | -22.5% | -4.9% |
| 6M | -12.4% | +42.8% | -55.2% | -12.6% |
| YTD | -4.1% | -12.1% | +8.1% | -4.0% |
| 1Y | +3.3% | -23.3% | +26.7% | +3.5% |
| 3Y | +110.9% | -24.0% | +135.0% | +110.3% |
| 5Y | +124.8% | +5.1% | +119.7% | +120.7% |
| All | +127.7% | +9.1% | +118.6% | +124.3% |
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