+248.4%
TWLO vs GGLL
+253.9%
-5.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.6% |
| 7D | -2.0% | -4.8% | +2.8% | -1.0% |
| 30D | +20.6% | -13.7% | +34.3% | +24.0% |
| 3M | -1.5% | -21.9% | +20.3% | +2.3% |
| 6M | +89.4% | +11.7% | +77.8% | +78.5% |
| YTD | +63.8% | +2.3% | +61.5% | +56.9% |
| 1Y | +119.7% | +76.2% | +43.6% | +82.6% |
| All | +248.4% | +253.9% | -5.5% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling