-32.3%
TWLO vs GNRC
-58.7%
+26.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.6% | -2.7% |
| 7D | -2.4% | -0.2% | -2.2% | -2.5% |
| 30D | -7.8% | -15.7% | +7.9% | -2.2% |
| 3M | +10.0% | -27.3% | +37.4% | +21.5% |
| 6M | +79.5% | -12.1% | +91.5% | +78.5% |
| YTD | +59.8% | +37.1% | +22.7% | +26.7% |
| 1Y | +121.7% | -0.5% | +122.1% | +100.8% |
| 3Y | +240.8% | +61.5% | +179.3% | +130.3% |
| All | -32.3% | -58.7% | +26.4% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling