+121.8%
GLDM vs DUOL
+4.3%
+117.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | +4.7% | +21.9% | -17.2% | +4.4% |
| 30D | -0.9% | +5.7% | -6.6% | -1.0% |
| 3M | -4.3% | +30.9% | -35.2% | -4.6% |
| 6M | -13.4% | +52.8% | -66.1% | -13.8% |
| YTD | -5.8% | -8.6% | +2.8% | -5.8% |
| 1Y | +2.1% | -17.2% | +19.3% | +2.2% |
| 3Y | +105.0% | +2.0% | +103.1% | +103.4% |
| All | +121.8% | +4.3% | +117.5% | +118.4% |
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