-35.5%
TWLO vs GD
+94.5%
-130.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | -1.5% | -5.0% | +3.5% | +0.5% |
| 30D | -26.0% | +8.9% | -34.9% | -28.7% |
| 3M | +4.6% | -8.0% | +12.6% | +8.0% |
| 6M | +5.5% | +2.9% | +2.6% | +3.7% |
| YTD | +42.0% | +7.1% | +35.0% | +36.7% |
| 1Y | +58.5% | +5.9% | +52.5% | +53.3% |
| 3Y | +279.7% | +53.9% | +225.8% | +200.4% |
| All | -35.5% | +94.5% | -130.0% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling