+689.7%
TWLO vs GDDY
+201.8%
+487.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.9% |
| 7D | -2.4% | -3.2% | +0.8% | -0.4% |
| 30D | -7.8% | +6.8% | -14.6% | -13.3% |
| 3M | +10.0% | +30.5% | -20.4% | -15.6% |
| 6M | +79.5% | +13.3% | +66.1% | +52.8% |
| YTD | +59.8% | -21.0% | +80.8% | +77.6% |
| 1Y | +121.7% | -34.0% | +155.7% | +185.5% |
| 3Y | +240.8% | +33.1% | +207.7% | +156.5% |
| 5Y | -33.6% | +30.3% | -63.9% | -47.0% |
| 10Y | +306.0% | +205.5% | +100.5% | +84.1% |
| All | +689.7% | +201.8% | +487.9% | +290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling