+601.7%
TWLO vs GD
+217.1%
+384.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | -1.5% | -5.0% | +3.5% | +0.8% |
| 30D | -26.0% | +8.9% | -34.9% | -29.1% |
| 3M | +4.6% | -8.0% | +12.6% | +8.2% |
| 6M | +5.5% | +2.9% | +2.6% | +3.3% |
| YTD | +42.0% | +7.1% | +35.0% | +35.8% |
| 1Y | +58.5% | +5.9% | +52.5% | +52.3% |
| 3Y | +279.7% | +53.9% | +225.8% | +200.3% |
| 5Y | -35.0% | +95.4% | -130.4% | -54.6% |
| 10Y | +539.9% | +193.5% | +346.4% | +219.0% |
| All | +601.7% | +217.1% | +384.6% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling