+246.5%
TWLO vs GH
+367.9%
-121.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.1% |
| 7D | -3.9% | -1.2% | -2.6% | -3.7% |
| 30D | -9.7% | -3.7% | -6.0% | -9.3% |
| 3M | +11.6% | +21.7% | -10.1% | +8.5% |
| 6M | +84.7% | +75.7% | +8.9% | +70.0% |
| YTD | +62.5% | +55.7% | +6.8% | +51.4% |
| 1Y | +121.7% | +181.1% | -59.4% | +89.1% |
| All | +246.5% | +367.9% | -121.4% | +162.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling