-55.2%
GLXY vs DUOL
-38.2%
-17.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +26.0% | -43.0% | -17.2% |
| 7D | -26.8% | +19.3% | -46.1% | -26.6% |
| 30D | -38.3% | +9.6% | -48.0% | -37.4% |
| 3M | -36.9% | +17.1% | -54.0% | -37.2% |
| 6M | -52.1% | +46.3% | -98.4% | -56.6% |
| YTD | -37.5% | -8.1% | -29.4% | -36.5% |
| 1Y | -55.2% | -38.5% | -16.7% | -50.6% |
| All | -55.2% | -38.2% | -17.0% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling