+373.2%
TWLO vs GEHC
+2.1%
+371.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -2.4% | -7.2% | +4.7% | -0.3% |
| 30D | -7.8% | -11.6% | +3.7% | -4.5% |
| 3M | +10.0% | -0.8% | +10.9% | +9.7% |
| 6M | +79.5% | -11.9% | +91.4% | +84.7% |
| YTD | +59.8% | -21.9% | +81.8% | +70.6% |
| 1Y | +121.7% | -17.8% | +139.5% | +131.5% |
| 3Y | +240.8% | -3.5% | +244.3% | +231.3% |
| All | +373.2% | +2.1% | +371.1% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling