+301.0%
TWLO vs GAP
+31.2%
+269.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.2% |
| 7D | -2.4% | -4.1% | +1.7% | -1.7% |
| 30D | -7.8% | +6.2% | -14.0% | -9.2% |
| 3M | +10.0% | -0.7% | +10.7% | +9.6% |
| 6M | +79.5% | -7.1% | +86.6% | +79.3% |
| YTD | +59.8% | -14.1% | +73.9% | +61.3% |
| 1Y | +121.7% | -8.5% | +130.2% | +119.9% |
| 3Y | +240.8% | +115.4% | +125.4% | +167.1% |
| 5Y | -33.6% | +9.8% | -43.4% | -44.8% |
| All | +301.0% | +31.2% | +269.7% | +205.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling