+296.0%
GDX vs TWLO
+312.8%
-16.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | +6.8% | -7.8% | +14.6% | +7.2% |
| 3M | +24.9% | +10.0% | +14.9% | +23.8% |
| 6M | -4.2% | +79.5% | -83.7% | -8.5% |
| YTD | +13.2% | +59.8% | -46.6% | +8.8% |
| 1Y | +40.2% | +121.7% | -81.5% | +31.6% |
| 3Y | +249.6% | +240.8% | +8.8% | +214.5% |
| 5Y | +230.4% | -33.6% | +264.0% | +219.7% |
| All | +296.0% | +312.8% | -16.8% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling