+263.1%
TWLO vs GD
+58.0%
+205.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | +5.6% | +1.9% | +3.7% | +5.1% |
| 30D | -24.6% | +9.2% | -33.9% | -26.6% |
| 3M | -14.0% | -7.5% | -6.5% | -11.7% |
| 6M | +10.1% | +5.8% | +4.3% | +8.3% |
| YTD | +49.2% | +9.8% | +39.4% | +44.8% |
| 1Y | +65.2% | +5.8% | +59.5% | +62.6% |
| All | +263.1% | +58.0% | +205.1% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling