+95.3%
TWLO vs GLXY
+7.0%
+88.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +1.3% |
| 7D | +0.2% | +4.5% | -4.3% | -0.3% |
| 30D | -9.1% | +28.8% | -38.0% | -11.6% |
| 3M | +11.0% | -23.0% | +34.0% | +13.0% |
| 6M | +79.4% | +17.0% | +62.4% | +72.1% |
| YTD | +59.7% | +12.5% | +47.2% | +51.4% |
| 1Y | +112.3% | -5.4% | +117.7% | +110.6% |
| All | +95.3% | +7.0% | +88.3% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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