+185.7%
GS vs DUOL
-6.3%
+192.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | +0.9% | +5.1% | -4.2% | +0.4% |
| 30D | -1.6% | +14.1% | -15.7% | -3.0% |
| 3M | -4.5% | +41.5% | -46.0% | -8.3% |
| 6M | +20.9% | +60.6% | -39.7% | +13.9% |
| YTD | +19.9% | -12.0% | +31.9% | +20.1% |
| 1Y | +41.4% | -43.4% | +84.8% | +47.1% |
| 3Y | +239.2% | +3.7% | +235.4% | +225.1% |
| All | +185.7% | -6.3% | +192.0% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling