+183.8%
GRMN vs DUOL
-9.6%
+193.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.3% | +4.4% |
| 7D | +2.4% | -7.0% | +9.4% | +3.1% |
| 30D | -8.5% | +6.7% | -15.2% | -9.3% |
| 3M | +19.5% | +16.0% | +3.4% | +17.0% |
| 6M | +21.2% | +45.4% | -24.2% | +15.3% |
| YTD | +41.0% | -18.1% | +59.2% | +42.9% |
| 1Y | +19.6% | -53.6% | +73.1% | +28.7% |
| 3Y | +183.8% | -11.0% | +194.8% | +181.0% |
| All | +183.8% | -9.6% | +193.4% | +181.0% |
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