+64.3%
TWLO vs GH
+80.5%
-16.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.7% |
| 7D | -15.9% | -7.7% | -8.2% | -14.2% |
| 30D | -29.0% | -10.0% | -19.1% | -27.5% |
| 3M | +10.0% | +5.5% | +4.5% | +9.3% |
| 6M | +12.6% | +84.9% | -72.3% | +3.1% |
| YTD | +50.1% | +65.0% | -14.9% | +35.5% |
| 1Y | +64.3% | +71.8% | -7.5% | +46.2% |
| All | +64.3% | +80.5% | -16.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling