+52.4%
GSK vs DUOL
+3.5%
+48.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -2.7% |
| 7D | -4.2% | -7.8% | +3.6% | -4.1% |
| 30D | -7.5% | +11.8% | -19.4% | -7.6% |
| 3M | -3.3% | +24.1% | -27.4% | -3.4% |
| 6M | -9.3% | +43.6% | -53.0% | -9.4% |
| YTD | +1.6% | -16.6% | +18.2% | +1.9% |
| 1Y | +25.5% | -46.0% | +71.5% | +26.2% |
| 3Y | +49.3% | -6.5% | +55.7% | +47.1% |
| 5Y | +46.7% | -7.4% | +54.1% | +42.0% |
| All | +52.4% | +3.5% | +48.8% | +46.1% |
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