+19.8%
GME vs DUOL
-8.7%
+28.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.7% | +2.1% |
| 7D | +6.0% | -8.6% | +14.6% | +6.9% |
| 30D | +8.3% | +7.2% | +1.2% | +7.5% |
| 3M | -9.1% | +19.1% | -28.1% | -11.0% |
| 6M | -16.3% | +52.5% | -68.8% | -20.4% |
| YTD | +1.5% | -17.3% | +18.8% | +2.2% |
| 1Y | -16.3% | -49.2% | +32.9% | -12.5% |
| All | +19.8% | -8.7% | +28.5% | +14.5% |
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