+119.7%
TWLO vs GDDY
-29.3%
+149.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.3% |
| 7D | -2.0% | +3.7% | -5.7% | -3.4% |
| 30D | +20.6% | +10.4% | +10.2% | +15.7% |
| 3M | -1.5% | +19.4% | -21.0% | -12.4% |
| 6M | +89.4% | +14.3% | +75.2% | +71.7% |
| YTD | +63.8% | -18.4% | +82.1% | +110.3% |
| 1Y | +119.7% | -30.1% | +149.8% | +212.0% |
| All | +119.7% | -29.3% | +149.1% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling