+275.6%
TWLO vs GPC
+0.5%
+275.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.6% |
| 7D | +2.8% | -2.1% | +4.9% | +3.1% |
| 30D | -22.4% | -4.5% | -17.8% | -21.9% |
| 3M | -14.2% | -7.7% | -6.6% | -13.4% |
| 6M | +10.5% | +24.3% | -13.8% | +5.9% |
| YTD | +54.3% | +3.5% | +50.8% | +52.9% |
| 1Y | +68.0% | +0.7% | +67.3% | +67.5% |
| All | +275.6% | +0.5% | +275.1% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling