+199.8%
GS vs TWLO
+261.1%
-61.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +5.9% | +4.5% | +1.3% | +5.2% |
| 30D | +4.3% | -22.1% | +26.4% | +7.6% |
| 3M | -11.7% | -15.3% | +3.7% | -10.4% |
| 6M | -3.2% | +9.7% | -12.8% | -6.1% |
| YTD | +5.8% | +48.5% | -42.7% | -3.6% |
| 1Y | +16.0% | +70.3% | -54.3% | +2.9% |
| 3Y | +199.8% | +261.4% | -61.7% | +114.7% |
| All | +199.8% | +261.1% | -61.4% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling