+59.8%
GSK vs DUOL
+16.9%
+42.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +0.5% |
| 7D | +1.1% | +3.0% | -1.9% | +1.1% |
| 30D | +6.3% | +18.3% | -12.0% | +6.0% |
| 3M | +1.8% | +14.7% | -12.9% | +1.5% |
| 6M | +1.7% | +57.5% | -55.8% | +1.3% |
| YTD | +6.5% | -5.8% | +12.4% | +6.6% |
| 1Y | +9.5% | -11.4% | +20.9% | +9.5% |
| 3Y | +65.3% | -22.5% | +87.8% | +64.2% |
| 5Y | +43.7% | +6.6% | +37.1% | +39.0% |
| All | +59.8% | +16.9% | +42.9% | +52.8% |
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 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