+113.2%
GLDM vs DUOL
+16.9%
+96.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | +0.1% |
| 7D | -4.6% | +3.0% | -7.7% | -4.6% |
| 30D | -5.5% | +18.3% | -23.8% | -5.6% |
| 3M | -10.9% | +14.7% | -25.6% | -11.0% |
| 6M | -17.3% | +57.5% | -74.8% | -17.6% |
| YTD | -10.2% | -5.8% | -4.3% | -10.1% |
| 1Y | -6.9% | -11.4% | +4.4% | -6.9% |
| 3Y | +98.7% | -22.5% | +121.2% | +98.1% |
| 5Y | +106.7% | +6.6% | +100.1% | +102.8% |
| All | +113.2% | +16.9% | +96.3% | +109.9% |
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 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