-51.5%
GPN vs DUOL
+1.6%
-53.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -4.3% | -7.0% | +2.7% | -3.5% |
| 30D | 0.0% | +6.7% | -6.7% | -0.9% |
| 3M | +35.8% | +16.0% | +19.8% | +32.9% |
| 6M | +22.0% | +45.4% | -23.4% | +15.9% |
| YTD | +15.2% | -18.1% | +33.3% | +16.3% |
| 1Y | +3.5% | -53.6% | +57.0% | +10.5% |
| 3Y | -26.9% | -11.0% | -16.0% | -29.5% |
| 5Y | -44.2% | -17.1% | -27.1% | -51.4% |
| All | -51.5% | +1.6% | -53.1% | -56.5% |
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 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