+370.1%
TWLO vs GEHC
+6.6%
+363.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.1% |
| 7D | -1.2% | -5.2% | +4.0% | +0.3% |
| 30D | -6.4% | -7.0% | +0.6% | -4.4% |
| 3M | +6.3% | +3.3% | +3.0% | +4.6% |
| 6M | +76.4% | -10.0% | +86.4% | +80.6% |
| YTD | +58.8% | -18.5% | +77.3% | +67.4% |
| 1Y | +107.1% | -14.4% | +121.5% | +113.7% |
| 3Y | +245.0% | +3.4% | +241.6% | +229.1% |
| All | +370.1% | +6.6% | +363.5% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling