-50.0%
GME vs DUOL
+1.6%
-51.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | +10.4% | -7.0% | +17.4% | +12.1% |
| 30D | +14.1% | +6.7% | +7.4% | +11.8% |
| 3M | -4.6% | +16.0% | -20.7% | -9.3% |
| 6M | -13.5% | +45.4% | -58.9% | -22.9% |
| YTD | +5.3% | -18.1% | +23.5% | +7.3% |
| 1Y | -14.9% | -53.6% | +38.7% | -1.8% |
| 3Y | +24.3% | -11.0% | +35.2% | +2.5% |
| 5Y | -55.6% | -17.1% | -38.4% | -71.8% |
| All | -50.0% | +1.6% | -51.6% | -69.0% |
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