-32.5%
TWLO vs GME
-58.9%
+26.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.4% |
| 7D | -3.9% | +6.0% | -9.9% | -4.7% |
| 30D | -9.7% | +8.3% | -18.0% | -10.8% |
| 3M | +11.6% | -9.1% | +20.7% | +13.0% |
| 6M | +84.7% | -16.3% | +101.0% | +89.2% |
| YTD | +62.5% | +1.5% | +60.9% | +61.8% |
| 1Y | +121.7% | -16.3% | +138.0% | +126.6% |
| 3Y | +253.0% | +15.1% | +237.8% | +157.9% |
| 5Y | -32.5% | -57.2% | +24.7% | -43.5% |
| All | -32.5% | -58.9% | +26.4% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling