+301.0%
TWLO vs GPN
+28.5%
+272.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | -4.3% | +1.9% | 0.0% |
| 30D | -7.8% | 0.0% | -7.8% | -8.1% |
| 3M | +10.0% | +35.8% | -25.8% | -9.6% |
| 6M | +79.5% | +22.0% | +57.5% | +55.1% |
| YTD | +59.8% | +15.2% | +44.6% | +41.2% |
| 1Y | +121.7% | +3.5% | +118.2% | +107.4% |
| 3Y | +240.8% | -26.9% | +267.7% | +279.7% |
| 5Y | -33.6% | -44.2% | +10.6% | -14.6% |
| All | +301.0% | +28.5% | +272.4% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling