+236.2%
GLW vs DUOL
+16.1%
+220.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.8% | +2.7% | +7.3% |
| 7D | +1.4% | +1.8% | -0.3% | +1.4% |
| 30D | -18.2% | +11.1% | -29.3% | -18.5% |
| 3M | -24.2% | +21.2% | -45.4% | -24.9% |
| 6M | -41.7% | +56.1% | -97.8% | -43.7% |
| YTD | +38.3% | -6.5% | +44.8% | +39.1% |
| 1Y | +38.2% | -15.8% | +54.0% | +40.3% |
| 3Y | +363.4% | -22.4% | +385.8% | +361.1% |
| 5Y | +254.6% | +8.3% | +246.2% | +218.1% |
| All | +236.2% | +16.1% | +220.2% | +205.1% |
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