+334.0%
GDX vs TWLO
+871.2%
-537.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.3% |
| 30D | +18.6% | +20.6% | -2.0% | +17.1% |
| 3M | +14.9% | -1.5% | +16.4% | +14.7% |
| 6M | -6.3% | +89.4% | -95.7% | -10.6% |
| YTD | +15.7% | +63.8% | -48.1% | +11.3% |
| 1Y | +54.8% | +119.7% | -64.9% | +45.9% |
| 3Y | +253.4% | +256.1% | -2.7% | +218.9% |
| 5Y | +219.7% | -36.6% | +256.2% | +210.1% |
| 10Y | +300.2% | +304.3% | -4.1% | +244.2% |
| All | +334.0% | +871.2% | -537.1% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling