+642.6%
GS vs TWLO
+293.5%
+349.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | +0.2% | -6.4% | +6.6% | +0.9% |
| 3M | -0.3% | +6.3% | -6.6% | -1.7% |
| 6M | +27.4% | +76.4% | -49.1% | +16.5% |
| YTD | +19.6% | +58.8% | -39.2% | +10.6% |
| 1Y | +42.5% | +107.1% | -64.6% | +26.4% |
| 3Y | +240.4% | +245.0% | -4.5% | +177.4% |
| 5Y | +188.9% | -36.0% | +224.9% | +172.6% |
| 10Y | +642.6% | +293.2% | +349.4% | +396.6% |
| All | +642.6% | +293.5% | +349.0% | +396.6% |
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