+24.8%
GDX vs TWLO
+60.3%
-35.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | +0.8% | -15.9% | +16.6% | +2.1% |
| 30D | -3.2% | -29.0% | +25.8% | -0.9% |
| 3M | +8.6% | +10.0% | -1.5% | +7.2% |
| 6M | -1.2% | +12.6% | -13.8% | -2.5% |
| YTD | -1.4% | +50.1% | -51.5% | -6.4% |
| 1Y | +24.8% | +64.3% | -39.5% | +15.2% |
| All | +24.8% | +60.3% | -35.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling