-32.3%
TWLO vs GH
+20.8%
-53.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -7.8% | -4.7% | -3.1% | -6.8% |
| 3M | +10.0% | +20.2% | -10.2% | +3.5% |
| 6M | +79.5% | +78.8% | +0.7% | +48.0% |
| YTD | +59.8% | +54.1% | +5.8% | +36.7% |
| 1Y | +121.7% | +177.1% | -55.4% | +54.5% |
| 3Y | +240.8% | +371.6% | -130.8% | +74.2% |
| All | -32.3% | +20.8% | -53.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling