+709.2%
TWLO vs GPC
+88.7%
+620.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | -2.0% | +1.2% | -3.2% | -2.4% |
| 30D | +20.6% | +6.0% | +14.6% | +18.5% |
| 3M | -1.5% | +42.6% | -44.2% | -12.3% |
| 6M | +89.4% | +22.8% | +66.7% | +76.2% |
| YTD | +63.8% | +15.5% | +48.3% | +54.3% |
| 1Y | +119.7% | +2.0% | +117.7% | +115.3% |
| 3Y | +256.1% | -1.4% | +257.6% | +243.9% |
| 5Y | -36.6% | +30.6% | -67.2% | -43.8% |
| 10Y | +304.3% | +80.6% | +223.7% | +242.8% |
| All | +709.2% | +88.7% | +620.6% | +523.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling