+94.1%
GRMN vs DUOL
-1.5%
+95.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.8% |
| 7D | -1.4% | -11.8% | +10.4% | -0.1% |
| 30D | -13.1% | +1.5% | -14.6% | -13.4% |
| 3M | +14.9% | +18.1% | -3.2% | +12.3% |
| 6M | +13.1% | +38.7% | -25.5% | +8.0% |
| YTD | +35.3% | -20.7% | +55.9% | +37.1% |
| 1Y | +16.0% | -49.1% | +65.1% | +22.8% |
| 3Y | +179.6% | -11.0% | +190.6% | +169.5% |
| 5Y | +75.0% | -18.0% | +93.0% | +59.6% |
| All | +94.1% | -1.5% | +95.6% | +76.8% |
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