+64.3%
TWLO vs GNRC
+17.5%
+46.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.5% | +9.4% | -0.3% |
| 7D | -15.9% | -6.0% | -9.9% | -16.0% |
| 30D | -29.0% | -12.0% | -17.0% | -29.4% |
| 3M | +10.0% | -13.4% | +23.4% | +9.3% |
| 6M | +12.6% | -26.4% | +38.9% | +11.0% |
| YTD | +50.1% | +38.8% | +11.3% | +46.9% |
| 1Y | +64.3% | +20.9% | +43.4% | +66.0% |
| All | +64.3% | +17.5% | +46.7% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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