+301.0%
TWLO vs GFI
+1,093.3%
-792.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -2.4% | -2.7% | +0.3% | -2.3% |
| 30D | -7.8% | +13.2% | -21.1% | -8.4% |
| 3M | +10.0% | +28.5% | -18.4% | +8.7% |
| 6M | +79.5% | -6.2% | +85.6% | +79.3% |
| YTD | +59.8% | +8.7% | +51.1% | +58.5% |
| 1Y | +121.7% | +24.8% | +96.8% | +118.2% |
| 3Y | +240.8% | +298.0% | -57.2% | +216.8% |
| 5Y | -33.6% | +546.0% | -579.6% | -39.9% |
| All | +301.0% | +1,093.3% | -792.4% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling