+138.9%
GLD vs TWLO
-37.0%
+175.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.7% |
| 7D | +0.7% | -1.2% | +2.0% | +0.8% |
| 30D | +0.3% | -6.4% | +6.7% | +0.3% |
| 3M | +0.6% | +6.3% | -5.7% | +0.5% |
| 6M | -15.6% | +76.4% | -92.0% | -15.9% |
| YTD | +0.9% | +58.8% | -57.9% | +0.5% |
| 1Y | +19.4% | +107.1% | -87.7% | +18.8% |
| 3Y | +124.5% | +245.0% | -120.5% | +122.7% |
| 5Y | +138.9% | -36.0% | +174.9% | +132.9% |
| All | +138.9% | -37.0% | +175.9% | +132.9% |
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