+212.5%
TWLO vs GGLL
+217.5%
-4.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -4.2% |
| 7D | +5.6% | +11.5% | -5.9% | +2.6% |
| 30D | -24.6% | -31.2% | +6.6% | -17.7% |
| 3M | -14.0% | -28.7% | +14.7% | -7.3% |
| 6M | +10.1% | -47.2% | +57.3% | +25.7% |
| YTD | +49.2% | -24.3% | +73.4% | +50.8% |
| 1Y | +65.2% | -12.0% | +77.2% | +58.4% |
| 3Y | +260.7% | +169.6% | +91.0% | +109.1% |
| All | +212.5% | +217.5% | -4.9% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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