+300.7%
TWLO vs GPC
+88.6%
+212.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -9.1% | +1.3% | -10.4% | -9.5% |
| 3M | +11.0% | +37.1% | -26.1% | +0.6% |
| 6M | +79.4% | +23.2% | +56.2% | +67.1% |
| YTD | +59.7% | +13.1% | +46.6% | +51.8% |
| 1Y | +112.3% | +0.9% | +111.5% | +108.9% |
| 3Y | +247.0% | -0.8% | +247.8% | +234.5% |
| 5Y | -35.6% | +31.1% | -66.7% | -42.5% |
| All | +300.7% | +88.6% | +212.1% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling