+689.7%
TWLO vs GFI
+1,287.1%
-597.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.6% |
| 7D | -2.4% | -4.9% | +2.4% | -2.2% |
| 30D | -7.8% | +10.7% | -18.5% | -8.3% |
| 3M | +10.0% | +25.6% | -15.6% | +8.7% |
| 6M | +79.5% | -8.3% | +87.7% | +79.5% |
| YTD | +59.8% | +6.3% | +53.5% | +58.5% |
| 1Y | +121.7% | +22.1% | +99.6% | +117.9% |
| 3Y | +240.8% | +289.2% | -48.4% | +213.1% |
| 5Y | -33.6% | +531.7% | -565.3% | -41.1% |
| 10Y | +306.0% | +1,043.8% | -737.8% | +299.0% |
| All | +689.7% | +1,287.1% | -597.4% | +631.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling