+185.7%
GS vs TWLO
-36.3%
+222.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | +0.9% | -2.0% | +3.0% | +1.2% |
| 30D | -1.6% | +20.6% | -22.2% | -4.6% |
| 3M | -4.5% | -1.5% | -2.9% | -4.8% |
| 6M | +20.9% | +89.4% | -68.6% | +8.2% |
| YTD | +19.9% | +63.8% | -43.9% | +9.3% |
| 1Y | +41.4% | +119.7% | -78.3% | +22.5% |
| 3Y | +239.2% | +256.1% | -17.0% | +167.8% |
| All | +185.7% | -36.3% | +222.1% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling