-32.3%
TWLO vs GDDY
+29.8%
-62.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -3.0% |
| 7D | -2.4% | -3.2% | +0.8% | -0.3% |
| 30D | -7.8% | +6.8% | -14.6% | -13.7% |
| 3M | +10.0% | +30.5% | -20.4% | -18.7% |
| 6M | +79.5% | +13.3% | +66.1% | +49.2% |
| YTD | +59.8% | -21.0% | +80.8% | +83.9% |
| 1Y | +121.7% | -34.0% | +155.7% | +205.5% |
| 3Y | +240.8% | +33.1% | +207.7% | +128.8% |
| All | -32.3% | +29.8% | -62.1% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling