+121.7%
TWLO vs GEHC
-15.7%
+137.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.6% |
| 7D | -2.4% | -7.2% | +4.7% | -1.4% |
| 30D | -7.8% | -11.6% | +3.7% | -6.3% |
| 3M | +10.0% | -0.8% | +10.9% | +10.4% |
| 6M | +79.5% | -11.9% | +91.4% | +83.3% |
| YTD | +59.8% | -21.9% | +81.8% | +66.6% |
| 1Y | +121.7% | -17.8% | +139.5% | +122.2% |
| All | +121.7% | -15.7% | +137.3% | +122.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling