+220.4%
GDXJ vs TWLO
-33.6%
+254.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -2.8% | -2.4% | -0.4% | -2.6% |
| 30D | +5.0% | -7.8% | +12.8% | +5.6% |
| 3M | +24.1% | +10.0% | +14.0% | +22.5% |
| 6M | -7.4% | +79.5% | -86.8% | -13.2% |
| YTD | +10.2% | +59.8% | -49.6% | +4.1% |
| 1Y | +42.5% | +121.7% | -79.1% | +30.4% |
| 3Y | +285.7% | +240.8% | +44.9% | +231.9% |
| All | +220.4% | -33.6% | +254.0% | +203.2% |
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