+437.1%
GS vs TWLO
+569.2%
-132.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +5.1% | +5.6% | -0.5% | +4.4% |
| 30D | +2.4% | -24.6% | +27.1% | +6.0% |
| 3M | -11.5% | -14.0% | +2.5% | -10.3% |
| 6M | -2.5% | +10.1% | -12.6% | -5.2% |
| YTD | +5.5% | +49.2% | -43.7% | -2.5% |
| 1Y | +11.0% | +65.2% | -54.2% | +1.2% |
| 3Y | +200.1% | +260.7% | -60.6% | +140.7% |
| 5Y | +154.7% | -30.2% | +184.9% | +137.6% |
| All | +437.1% | +569.2% | -132.1% | +246.7% |
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 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