-56.6%
GNRC vs DUOL
+1.6%
-58.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | -0.2% | -7.0% | +6.8% | +1.2% |
| 30D | -15.7% | +6.7% | -22.5% | -17.4% |
| 3M | -27.3% | +16.0% | -43.4% | -30.9% |
| 6M | -12.1% | +45.4% | -57.5% | -21.4% |
| YTD | +37.1% | -18.1% | +55.3% | +38.8% |
| 1Y | -0.5% | -53.6% | +53.1% | +14.2% |
| 3Y | +61.5% | -11.0% | +72.5% | +40.7% |
| 5Y | -58.6% | -17.1% | -41.4% | -70.2% |
| All | -56.6% | +1.6% | -58.2% | -69.2% |
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