+162.4%
GS vs DUOL
+13.5%
+149.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.6% |
| 7D | -3.2% | +21.9% | -25.1% | -5.2% |
| 30D | -2.4% | +5.7% | -8.1% | -3.2% |
| 3M | -15.7% | +30.9% | -46.6% | -18.3% |
| 6M | -6.8% | +52.8% | -59.5% | -11.6% |
| YTD | -0.1% | -8.6% | +8.5% | -0.7% |
| 1Y | +12.1% | -17.2% | +29.3% | +12.4% |
| 3Y | +185.8% | +2.0% | +183.8% | +174.6% |
| 5Y | +140.1% | +4.4% | +135.7% | +111.8% |
| All | +162.4% | +13.5% | +149.0% | +137.9% |
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