+64.3%
TWLO vs GLDM
+2.8%
+61.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.6% |
| 7D | -15.9% | -0.3% | -15.6% | -15.8% |
| 30D | -29.0% | -1.9% | -27.2% | -28.9% |
| 3M | +10.0% | -0.4% | +10.4% | +10.4% |
| 6M | +12.6% | -10.1% | +22.6% | +13.5% |
| YTD | +50.1% | -5.8% | +55.9% | +51.7% |
| 1Y | +64.3% | +3.1% | +61.2% | +53.2% |
| All | +64.3% | +2.8% | +61.5% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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