+61.5%
GNRC vs DUOL
-9.6%
+71.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | -0.2% | -7.0% | +6.8% | +0.5% |
| 30D | -15.7% | +6.7% | -22.5% | -16.6% |
| 3M | -27.3% | +16.0% | -43.4% | -29.3% |
| 6M | -12.1% | +45.4% | -57.5% | -17.8% |
| YTD | +37.1% | -18.1% | +55.3% | +40.3% |
| 1Y | -0.5% | -53.6% | +53.1% | +11.8% |
| 3Y | +61.5% | -11.0% | +72.5% | +47.6% |
| All | +61.5% | -9.6% | +71.1% | +47.6% |
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