+238.4%
GDX vs TWLO
-35.3%
+273.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +9.9% | -9.1% | +19.1% | +10.5% |
| 3M | +28.2% | +11.0% | +17.2% | +27.0% |
| 6M | -2.9% | +79.4% | -82.3% | -7.2% |
| YTD | +16.0% | +59.7% | -43.8% | +11.5% |
| 1Y | +49.9% | +112.3% | -62.5% | +41.3% |
| 3Y | +263.6% | +247.0% | +16.6% | +227.2% |
| All | +238.4% | -35.3% | +273.7% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling