+252.6%
TWLO vs GLDM
+219.1%
+33.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.5% | +4.7% | -6.1% | -2.2% |
| 30D | -26.0% | -0.9% | -25.1% | -25.8% |
| 3M | +4.6% | -4.3% | +8.9% | +5.2% |
| 6M | +5.5% | -13.4% | +18.9% | +7.6% |
| YTD | +42.0% | -5.8% | +47.8% | +42.4% |
| 1Y | +58.5% | +2.1% | +56.4% | +56.6% |
| 3Y | +279.7% | +105.0% | +174.6% | +217.8% |
| 5Y | -35.0% | +122.5% | -157.5% | -47.6% |
| All | +252.6% | +219.1% | +33.5% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling