+204.3%
TWLO vs GGLL
+195.8%
+8.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.6% |
| 7D | -0.5% | +6.3% | -6.8% | -2.1% |
| 30D | -28.6% | -35.1% | +6.5% | -20.8% |
| 3M | -14.4% | -37.7% | +23.3% | -4.6% |
| 6M | +2.4% | -54.1% | +56.5% | +21.6% |
| YTD | +45.3% | -29.4% | +74.7% | +49.7% |
| 1Y | +61.8% | -13.4% | +75.2% | +55.4% |
| 3Y | +269.0% | +158.3% | +110.7% | +115.3% |
| All | +204.3% | +195.8% | +8.5% | +72.5% |
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