+61.0%
GM vs DUOL
+1.6%
+59.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.4% | -7.0% | +4.5% | -1.7% |
| 30D | -1.1% | +6.7% | -7.8% | -2.0% |
| 3M | +6.1% | +16.0% | -9.9% | +3.8% |
| 6M | +15.0% | +45.4% | -30.4% | +9.1% |
| YTD | +6.0% | -18.1% | +24.1% | +7.1% |
| 1Y | +47.1% | -53.6% | +100.6% | +57.8% |
| 3Y | +170.5% | -11.0% | +181.5% | +149.3% |
| 5Y | +80.5% | -17.1% | +97.6% | +46.9% |
| All | +61.0% | +1.6% | +59.4% | +30.2% |
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