+306.6%
TWLO vs GLDM
+248.1%
+58.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | +20.6% | +4.4% | +16.2% | +19.9% |
| 3M | -1.5% | -1.1% | -0.5% | -1.4% |
| 6M | +89.4% | -13.7% | +103.1% | +93.3% |
| YTD | +63.8% | +2.8% | +61.0% | +62.3% |
| 1Y | +119.7% | +24.8% | +94.9% | +109.6% |
| 3Y | +256.1% | +127.8% | +128.3% | +193.1% |
| 5Y | -36.6% | +141.1% | -177.7% | -49.4% |
| All | +306.6% | +248.1% | +58.5% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling