+709.2%
TWLO vs GD
+220.3%
+488.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.3% |
| 7D | -2.0% | -5.3% | +3.2% | +0.5% |
| 30D | +20.6% | -6.4% | +27.0% | +24.4% |
| 3M | -1.5% | +5.7% | -7.2% | -4.1% |
| 6M | +89.4% | -0.9% | +90.4% | +89.6% |
| YTD | +63.8% | +8.2% | +55.6% | +56.7% |
| 1Y | +119.7% | +13.4% | +106.3% | +105.6% |
| 3Y | +256.1% | +68.5% | +187.6% | +169.4% |
| 5Y | -36.6% | +97.2% | -133.7% | -55.7% |
| 10Y | +304.3% | +190.2% | +114.1% | +109.7% |
| All | +709.2% | +220.3% | +488.9% | +258.8% |
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