+243.1%
TWLO vs GGLL
+328.7%
-85.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.5% |
| 7D | -2.0% | -4.8% | +2.8% | -0.7% |
| 30D | +20.6% | -13.7% | +34.3% | +24.9% |
| 3M | -1.5% | -21.9% | +20.3% | +3.2% |
| 6M | +89.4% | +11.7% | +77.8% | +75.8% |
| YTD | +63.8% | +2.3% | +61.5% | +55.2% |
| 1Y | +119.7% | +76.2% | +43.6% | +73.6% |
| 3Y | +256.1% | +245.0% | +11.1% | +96.9% |
| All | +243.1% | +328.7% | -85.6% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling