+833.1%
GLW vs TWLO
+319.6%
+513.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.4% |
| 7D | +11.7% | -3.9% | +15.6% | +12.3% |
| 30D | +2.7% | -9.7% | +12.4% | +3.9% |
| 3M | -2.8% | +11.6% | -14.4% | -4.9% |
| 6M | +20.2% | +84.7% | -64.5% | +8.0% |
| YTD | +87.3% | +62.5% | +24.8% | +70.8% |
| 1Y | +119.6% | +121.7% | -2.1% | +90.4% |
| 3Y | +453.7% | +253.0% | +200.7% | +335.9% |
| 5Y | +376.1% | -32.5% | +408.6% | +346.8% |
| All | +833.1% | +319.6% | +513.5% | +489.4% |
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