+245.7%
GDX vs TWLO
+252.1%
-6.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.6% |
| 7D | -5.4% | -3.9% | -1.5% | -5.1% |
| 30D | +6.6% | -9.7% | +16.3% | +7.2% |
| 3M | +30.1% | +11.6% | +18.5% | +28.6% |
| 6M | -7.1% | +84.7% | -91.8% | -12.0% |
| YTD | +12.0% | +62.5% | -50.5% | +6.8% |
| 1Y | +41.2% | +121.7% | -80.5% | +31.5% |
| All | +245.7% | +252.1% | -6.3% | +207.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling