-54.6%
GTLB vs DUOL
-19.9%
-34.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.2% | -0.2% | -3.0% |
| 7D | +4.6% | -7.8% | +12.4% | +8.4% |
| 30D | +21.0% | +11.8% | +9.2% | +14.5% |
| 3M | +51.7% | +24.1% | +27.6% | +35.9% |
| 6M | +89.3% | +43.6% | +45.6% | +58.1% |
| YTD | +25.6% | -16.6% | +42.2% | +32.4% |
| 1Y | -1.5% | -46.0% | +44.5% | +20.1% |
| 3Y | -9.9% | -6.5% | -3.5% | -31.6% |
| All | -54.6% | -19.9% | -34.7% | -76.7% |
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 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