+189.3%
TWLO vs GH
+480.1%
-290.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -1.2% | -2.1% | +0.9% | -0.6% |
| 30D | -6.4% | -4.5% | -1.9% | -5.3% |
| 3M | +6.3% | +28.9% | -22.6% | -2.6% |
| 6M | +76.4% | +76.5% | -0.1% | +44.5% |
| YTD | +58.8% | +57.6% | +1.2% | +33.6% |
| 1Y | +107.1% | +167.5% | -60.5% | +43.5% |
| 3Y | +245.0% | +377.4% | -132.4% | +71.3% |
| 5Y | -36.0% | +23.8% | -59.8% | -53.9% |
| All | +189.3% | +480.1% | -290.8% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling