+119.7%
TWLO vs GPN
+8.1%
+111.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.3% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | +20.6% | +5.8% | +14.8% | +18.9% |
| 3M | -1.5% | +37.0% | -38.5% | -10.4% |
| 6M | +89.4% | +20.1% | +69.3% | +79.2% |
| YTD | +63.8% | +20.4% | +43.4% | +55.1% |
| 1Y | +119.7% | +7.4% | +112.3% | +120.1% |
| All | +119.7% | +8.1% | +111.7% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling