+57.5%
GM vs DUOL
-1.5%
+59.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.8% |
| 7D | -1.1% | -11.8% | +10.7% | +0.3% |
| 30D | -4.6% | +1.5% | -6.1% | -4.9% |
| 3M | +0.2% | +18.1% | -17.9% | -2.2% |
| 6M | +12.6% | +38.7% | -26.0% | +7.4% |
| YTD | +3.7% | -20.7% | +24.3% | +5.2% |
| 1Y | +45.6% | -49.1% | +94.7% | +54.2% |
| 3Y | +162.0% | -11.0% | +173.0% | +141.0% |
| 5Y | +80.5% | -18.0% | +98.5% | +47.4% |
| All | +57.5% | -1.5% | +59.0% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling