+279.9%
GDXJ vs TWLO
+847.0%
-567.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +8.8% | -9.1% | +18.0% | +9.6% |
| 3M | +29.8% | +11.0% | +18.9% | +28.2% |
| 6M | -5.8% | +79.4% | -85.2% | -11.5% |
| YTD | +13.6% | +59.7% | -46.1% | +7.7% |
| 1Y | +54.5% | +112.3% | -57.9% | +42.5% |
| 3Y | +301.4% | +247.0% | +54.4% | +248.2% |
| 5Y | +236.3% | -35.6% | +271.9% | +222.9% |
| 10Y | +240.1% | +305.7% | -65.6% | +180.0% |
| All | +279.9% | +847.0% | -567.1% | +224.3% |
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