+218.2%
GLD vs TWLO
+298.6%
-80.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.2% | -9.1% | +9.3% | +0.3% |
| 3M | +3.2% | +11.0% | -7.8% | +3.0% |
| 6M | -14.6% | +79.4% | -94.0% | -15.4% |
| YTD | +1.8% | +59.7% | -57.9% | +1.0% |
| 1Y | +20.7% | +112.3% | -91.6% | +19.4% |
| 3Y | +126.5% | +247.0% | -120.5% | +121.7% |
| 5Y | +140.0% | -35.6% | +175.6% | +139.3% |
| 10Y | +218.2% | +305.7% | -87.5% | +205.6% |
| All | +218.2% | +298.6% | -80.4% | +205.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling