+51.1%
GSK vs DUOL
+1.6%
+49.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -3.5% | -7.0% | +3.5% | -3.5% |
| 30D | -3.4% | +6.7% | -10.2% | -3.5% |
| 3M | -8.1% | +16.0% | -24.1% | -8.2% |
| 6M | -11.1% | +45.4% | -56.5% | -11.2% |
| YTD | +0.7% | -18.1% | +18.9% | +1.0% |
| 1Y | +20.1% | -53.6% | +73.7% | +21.1% |
| 3Y | +46.1% | -11.0% | +57.1% | +44.2% |
| 5Y | +48.2% | -17.1% | +65.4% | +44.0% |
| All | +51.1% | +1.6% | +49.5% | +44.9% |
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