-32.3%
TWLO vs GIS
-25.1%
-7.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.7% |
| 7D | -2.4% | -6.4% | +4.0% | -3.7% |
| 30D | -7.8% | -6.1% | -1.7% | -8.9% |
| 3M | +10.0% | +7.8% | +2.2% | +12.4% |
| 6M | +79.5% | -8.8% | +88.3% | +76.8% |
| YTD | +59.8% | -19.1% | +79.0% | +53.8% |
| 1Y | +121.7% | -24.8% | +146.4% | +110.3% |
| 3Y | +240.8% | -37.6% | +278.4% | +213.4% |
| All | -32.3% | -25.1% | -7.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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