+119.7%
TWLO vs GME
-15.8%
+135.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.0% |
| 7D | -2.0% | +7.2% | -9.2% | -4.3% |
| 30D | +20.6% | +0.8% | +19.8% | +20.2% |
| 3M | -1.5% | -14.0% | +12.4% | +3.3% |
| 6M | +89.4% | -19.7% | +109.2% | +103.2% |
| YTD | +63.8% | -4.6% | +68.4% | +72.0% |
| 1Y | +119.7% | -14.3% | +134.1% | +140.2% |
| All | +119.7% | -15.8% | +135.5% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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