+2.8%
GLD vs TWLO
+60.3%
-57.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.3% | -15.9% | +15.6% | +0.2% |
| 30D | -1.9% | -29.0% | +27.2% | -1.2% |
| 3M | -0.4% | +10.0% | -10.5% | -0.6% |
| 6M | -10.2% | +12.6% | -22.7% | -10.2% |
| YTD | -6.0% | +50.1% | -56.1% | -7.2% |
| 1Y | +2.8% | +64.3% | -61.5% | +0.5% |
| All | +2.8% | +60.3% | -57.5% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling