-35.5%
TWLO vs GLDM
+121.8%
-157.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.5% | +4.7% | -6.1% | -1.8% |
| 30D | -26.0% | -0.9% | -25.1% | -25.9% |
| 3M | +4.6% | -4.3% | +8.9% | +4.8% |
| 6M | +5.5% | -13.4% | +18.9% | +6.2% |
| YTD | +42.0% | -5.8% | +47.8% | +43.0% |
| 1Y | +58.5% | +2.1% | +56.4% | +59.0% |
| 3Y | +279.7% | +105.0% | +174.6% | +263.9% |
| All | -35.5% | +121.8% | -157.2% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling