+572.9%
TWLO vs GD
+165.7%
+407.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.5% | +2.7% | +1.9% | +3.4% |
| 30D | -22.1% | +8.6% | -30.7% | -25.1% |
| 3M | -15.3% | -7.1% | -8.3% | -12.9% |
| 6M | +9.7% | +7.5% | +2.2% | +5.4% |
| YTD | +48.5% | +9.9% | +38.6% | +40.7% |
| 1Y | +70.3% | +7.6% | +62.8% | +63.0% |
| 3Y | +261.4% | +56.2% | +205.2% | +186.7% |
| 5Y | -30.6% | +100.6% | -131.2% | -51.4% |
| All | +572.9% | +165.7% | +407.1% | +422.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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