+307.6%
TWLO vs GPC
+87.0%
+220.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -3.9% | -1.8% | -2.1% | -3.4% |
| 30D | -9.7% | +0.1% | -9.8% | -9.8% |
| 3M | +11.6% | +37.4% | -25.8% | +1.1% |
| 6M | +84.7% | +25.4% | +59.2% | +71.1% |
| YTD | +62.5% | +12.2% | +50.3% | +54.8% |
| 1Y | +121.7% | -0.3% | +122.0% | +118.9% |
| 3Y | +253.0% | -1.6% | +254.6% | +241.1% |
| 5Y | -32.5% | +31.0% | -63.5% | -39.7% |
| All | +307.6% | +87.0% | +220.6% | +234.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling