-20.2%
TWLO vs GFS
0.0%
-20.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.5% |
| 7D | -2.4% | +3.8% | -6.3% | -3.8% |
| 30D | -7.8% | -11.7% | +3.9% | -3.6% |
| 3M | +10.0% | -41.8% | +51.8% | +32.4% |
| 6M | +79.5% | +6.6% | +72.8% | +63.0% |
| YTD | +59.8% | +34.6% | +25.2% | +27.4% |
| 1Y | +121.7% | +46.2% | +75.5% | +69.2% |
| 3Y | +240.8% | -20.3% | +261.1% | +224.7% |
| All | -20.2% | 0.0% | -20.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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