+150.7%
GDX vs TWLO
-30.7%
+181.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -6.8% | +4.5% | -11.4% | -7.1% |
| 30D | -2.1% | -22.1% | +20.0% | -0.7% |
| 3M | -7.5% | -15.3% | +7.8% | -6.8% |
| 6M | -15.2% | +9.7% | -24.8% | -16.2% |
| YTD | -4.8% | +48.5% | -53.3% | -8.3% |
| 1Y | +6.7% | +70.3% | -63.6% | +2.0% |
| 3Y | +212.7% | +261.4% | -48.7% | +181.0% |
| All | +150.7% | -30.7% | +181.4% | +134.3% |
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