+103.7%
GLD vs TWLO
-30.3%
+134.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.8% |
| 7D | -5.5% | +5.6% | -11.1% | -5.5% |
| 30D | -7.0% | -24.6% | +17.6% | -6.8% |
| 3M | -12.4% | -14.0% | +1.6% | -12.3% |
| 6M | -18.0% | +10.1% | -28.1% | -18.1% |
| YTD | -10.5% | +49.2% | -59.6% | -10.7% |
| 1Y | -8.1% | +65.2% | -73.3% | -8.3% |
| 3Y | +97.7% | +260.7% | -163.0% | +96.3% |
| All | +103.7% | -30.3% | +134.1% | +94.7% |
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