+240.8%
TWLO vs GPN
-27.6%
+268.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.4% | -4.6% | +2.2% | -0.6% |
| 30D | -7.8% | -0.3% | -7.5% | -7.9% |
| 3M | +10.0% | +35.4% | -25.4% | -4.4% |
| 6M | +79.5% | +21.7% | +57.8% | +62.3% |
| YTD | +59.8% | +14.9% | +45.0% | +47.5% |
| 1Y | +121.7% | +3.2% | +118.5% | +114.5% |
| 3Y | +240.8% | -27.1% | +267.9% | +273.3% |
| All | +240.8% | -27.6% | +268.4% | +273.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling