+175.9%
GS vs DUOL
+10.8%
+165.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.3% |
| 7D | +1.6% | +22.4% | -20.8% | -0.5% |
| 30D | +1.7% | +4.5% | -2.8% | +0.9% |
| 3M | -11.6% | +14.2% | -25.8% | -13.2% |
| 6M | -1.9% | +45.1% | -47.0% | -6.5% |
| YTD | +5.1% | -10.7% | +15.8% | +4.6% |
| 1Y | +16.4% | -18.7% | +35.2% | +16.9% |
| 3Y | +199.0% | -25.9% | +224.9% | +196.0% |
| 5Y | +157.4% | +5.8% | +151.6% | +127.8% |
| All | +175.9% | +10.8% | +165.1% | +150.6% |
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