-52.3%
GPN vs DUOL
-1.5%
-50.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -2.1% |
| 7D | -6.2% | -11.8% | +5.6% | -4.8% |
| 30D | +1.0% | +1.5% | -0.5% | +0.7% |
| 3M | +36.9% | +18.1% | +18.8% | +33.6% |
| 6M | +16.8% | +38.7% | -21.9% | +11.5% |
| YTD | +13.2% | -20.7% | +33.9% | +14.7% |
| 1Y | +1.4% | -49.1% | +50.5% | +7.2% |
| 3Y | -28.6% | -11.0% | -17.6% | -31.1% |
| 5Y | -47.0% | -18.0% | -29.0% | -53.5% |
| All | -52.3% | -1.5% | -50.8% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling