-36.0%
TWLO vs GPC
+29.0%
-65.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.0% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -6.4% | -0.4% | -6.0% | -6.3% |
| 3M | +6.3% | +39.2% | -32.9% | -6.4% |
| 6M | +76.4% | +18.2% | +58.2% | +64.8% |
| YTD | +58.8% | +12.1% | +46.7% | +49.8% |
| 1Y | +107.1% | -0.7% | +107.7% | +105.6% |
| 3Y | +245.0% | -1.7% | +246.6% | +228.7% |
| 5Y | -36.0% | +29.3% | -65.2% | -54.1% |
| All | -36.0% | +29.0% | -65.0% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling