+600.2%
GS vs TWLO
+742.1%
-141.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 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% | -6.8% |
| 1Y | +12.1% | +58.5% | -46.4% | +3.0% |
| 3Y | +185.8% | +279.7% | -93.9% | +129.8% |
| 5Y | +140.1% | -35.0% | +175.0% | +126.1% |
| 10Y | +505.2% | +539.9% | -34.7% | +304.1% |
| All | +600.2% | +742.1% | -141.9% | +344.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling