-20.7%
TWLO vs GFS
-3.9%
-16.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | -1.2% | +2.6% | -3.8% | -2.2% |
| 30D | -6.4% | -16.4% | +10.0% | -0.4% |
| 3M | +6.3% | -41.6% | +47.9% | +27.5% |
| 6M | +76.4% | -3.7% | +80.1% | +66.9% |
| YTD | +58.8% | +29.3% | +29.5% | +28.6% |
| 1Y | +107.1% | +37.1% | +70.0% | +62.3% |
| 3Y | +245.0% | -22.1% | +267.1% | +230.8% |
| All | -20.7% | -3.9% | -16.8% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling