+452.7%
GS vs TWLO
+565.4%
-112.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.2% | -1.5% | -1.7% | -3.0% |
| 30D | -2.4% | -26.0% | +23.6% | +1.2% |
| 3M | -15.7% | +4.6% | -20.3% | -17.1% |
| 6M | -6.8% | +5.5% | -12.3% | -8.8% |
| YTD | -0.1% | +42.0% | -42.1% | -7.0% |
| 1Y | +12.1% | +58.5% | -46.4% | +2.7% |
| 3Y | +185.8% | +279.7% | -93.9% | +127.8% |
| 5Y | +140.1% | -35.0% | +175.0% | +126.0% |
| All | +452.7% | +565.4% | -112.7% | +260.5% |
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