+170.5%
GM vs DUOL
-9.6%
+180.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.4% | -7.0% | +4.5% | -2.1% |
| 30D | -1.1% | +6.7% | -7.8% | -1.5% |
| 3M | +6.1% | +16.0% | -9.9% | +5.0% |
| 6M | +15.0% | +45.4% | -30.4% | +12.1% |
| YTD | +6.0% | -18.1% | +24.1% | +6.8% |
| 1Y | +47.1% | -53.6% | +100.6% | +52.8% |
| 3Y | +170.5% | -11.0% | +181.5% | +162.6% |
| All | +170.5% | -9.6% | +180.1% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling