+240.8%
TWLO vs GDDY
+30.8%
+210.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.7% |
| 7D | -2.4% | -3.2% | +0.8% | -0.7% |
| 30D | -7.8% | +6.8% | -14.6% | -12.3% |
| 3M | +10.0% | +30.5% | -20.4% | -14.2% |
| 6M | +79.5% | +13.3% | +66.1% | +55.2% |
| YTD | +59.8% | -21.0% | +80.8% | +86.8% |
| 1Y | +121.7% | -34.0% | +155.7% | +205.2% |
| 3Y | +240.8% | +33.1% | +207.7% | +232.5% |
| All | +240.8% | +30.8% | +210.0% | +232.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling