+370.2%
GLW vs DUOL
-1.5%
+371.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.7% |
| 7D | +16.9% | -11.8% | +28.7% | +17.4% |
| 30D | +7.0% | +1.5% | +5.5% | +6.7% |
| 3M | -3.0% | +18.1% | -21.1% | -4.6% |
| 6M | +31.0% | +38.7% | -7.7% | +26.5% |
| YTD | +93.4% | -20.7% | +114.1% | +95.7% |
| 1Y | +134.7% | -49.1% | +183.8% | +146.1% |
| 3Y | +471.8% | -11.0% | +482.8% | +453.9% |
| 5Y | +394.5% | -18.0% | +412.4% | +345.7% |
| All | +370.2% | -1.5% | +371.8% | +329.3% |
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