+42.5%
GS vs DUOL
-44.9%
+87.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | 0.0% |
| 7D | +3.4% | -7.8% | +11.2% | +3.7% |
| 30D | +0.2% | +11.8% | -11.6% | -0.4% |
| 3M | -0.3% | +24.1% | -24.4% | -1.9% |
| 6M | +27.4% | +43.6% | -16.3% | +23.3% |
| YTD | +19.6% | -16.6% | +36.2% | +21.3% |
| 1Y | +42.5% | -46.0% | +88.5% | +46.4% |
| All | +42.5% | -44.9% | +87.4% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling