+47.6%
GSK vs DUOL
-12.4%
+60.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.1% |
| 7D | -3.6% | -11.8% | +8.2% | -3.8% |
| 30D | -5.9% | +1.5% | -7.4% | -5.8% |
| 3M | -4.3% | +18.1% | -22.4% | -3.7% |
| 6M | -10.8% | +38.7% | -49.5% | -9.7% |
| YTD | +1.8% | -20.7% | +22.4% | +1.9% |
| 1Y | +23.5% | -49.1% | +72.6% | +22.7% |
| All | +47.6% | -12.4% | +60.1% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling