+576.0%
TWLO vs GPC
+74.2%
+501.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +5.6% | -1.3% | +6.9% | +6.0% |
| 30D | -24.6% | -6.0% | -18.6% | -23.5% |
| 3M | -14.0% | -7.6% | -6.3% | -12.3% |
| 6M | +10.1% | +24.2% | -14.1% | +2.1% |
| YTD | +49.2% | +2.7% | +46.5% | +45.4% |
| 1Y | +65.2% | +0.2% | +65.1% | +62.1% |
| 3Y | +260.7% | -0.8% | +261.4% | +245.7% |
| 5Y | -30.2% | +4.4% | -34.7% | -34.0% |
| All | +576.0% | +74.2% | +501.9% | +444.6% |
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