+64.3%
TWLO vs GPC
+6.5%
+57.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -15.9% | +4.1% | -20.0% | -15.9% |
| 30D | -29.0% | +0.1% | -29.2% | -29.2% |
| 3M | +10.0% | -3.9% | +13.9% | +10.0% |
| 6M | +12.6% | +24.4% | -11.8% | +13.5% |
| YTD | +50.1% | +5.7% | +44.4% | +60.8% |
| 1Y | +64.3% | +6.8% | +57.5% | +73.9% |
| All | +64.3% | +6.5% | +57.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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