-10.9%
GTLB vs DUOL
-9.6%
-1.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -5.7% | -7.0% | +1.3% | -3.5% |
| 30D | +15.1% | +6.7% | +8.4% | +12.4% |
| 3M | +65.5% | +16.0% | +49.4% | +56.8% |
| 6M | +102.9% | +45.4% | +57.5% | +79.1% |
| YTD | +25.2% | -18.1% | +43.3% | +28.5% |
| 1Y | -5.5% | -53.6% | +48.0% | +10.5% |
| 3Y | -10.9% | -11.0% | +0.1% | -17.7% |
| All | -10.9% | -9.6% | -1.3% | -17.7% |
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