-54.8%
GTLB vs DUOL
-21.4%
-33.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.2% |
| 7D | -5.7% | -7.0% | +1.3% | -2.6% |
| 30D | +15.1% | +6.7% | +8.4% | +11.2% |
| 3M | +65.5% | +16.0% | +49.4% | +52.9% |
| 6M | +102.9% | +45.4% | +57.5% | +68.5% |
| YTD | +25.2% | -18.1% | +43.3% | +33.0% |
| 1Y | -5.5% | -53.6% | +48.0% | +23.8% |
| 3Y | -10.9% | -11.0% | +0.1% | -30.5% |
| All | -54.8% | -21.4% | -33.4% | -76.6% |
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 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