+293.2%
TWLO vs GD
+189.7%
+103.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.7% |
| 7D | -1.2% | -3.5% | +2.3% | +0.4% |
| 30D | -6.4% | -9.0% | +2.7% | -2.3% |
| 3M | +6.3% | +5.1% | +1.2% | +3.9% |
| 6M | +76.4% | -1.0% | +77.4% | +76.7% |
| YTD | +58.8% | +7.3% | +51.5% | +52.7% |
| 1Y | +107.1% | +12.4% | +94.6% | +94.9% |
| 3Y | +245.0% | +73.7% | +171.3% | +159.4% |
| 5Y | -36.0% | +93.8% | -129.7% | -54.3% |
| 10Y | +293.2% | +190.6% | +102.6% | +130.5% |
| All | +293.2% | +189.7% | +103.5% | +130.5% |
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