-14.3%
GME vs DUOL
-43.9%
+29.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | -0.1% |
| 7D | +7.2% | +5.1% | +2.1% | +6.7% |
| 30D | +0.8% | +14.1% | -13.4% | -0.7% |
| 3M | -14.0% | +41.5% | -55.5% | -17.5% |
| 6M | -19.7% | +60.6% | -80.3% | -24.5% |
| YTD | -4.6% | -12.0% | +7.4% | -3.9% |
| 1Y | -14.3% | -43.4% | +29.0% | -9.1% |
| All | -14.3% | -43.9% | +29.5% | -9.1% |
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 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