+64.3%
TWLO vs GAP
+10.4%
+53.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.4% |
| 7D | -15.9% | +8.0% | -23.8% | -16.0% |
| 30D | -29.0% | +2.7% | -31.7% | -29.1% |
| 3M | +10.0% | +16.0% | -6.0% | +9.7% |
| 6M | +12.6% | +2.0% | +10.5% | +12.6% |
| YTD | +50.1% | -4.4% | +54.5% | +49.9% |
| 1Y | +64.3% | +9.2% | +55.1% | +58.0% |
| All | +64.3% | +10.4% | +53.8% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling