+113.6%
TWLO vs GLDM
+22.3%
+91.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +20.6% | +4.4% | +16.2% | +20.4% |
| 3M | -1.5% | -1.1% | -0.5% | -1.3% |
| 6M | +89.4% | -13.7% | +103.1% | +91.0% |
| YTD | +63.8% | +2.8% | +61.0% | +67.0% |
| All | +113.6% | +22.3% | +91.3% | +102.1% |
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