+702.8%
TWLO vs GPN
+25.1%
+677.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.7% |
| 7D | -3.9% | -3.5% | -0.4% | -1.9% |
| 30D | -9.7% | +3.1% | -12.8% | -11.7% |
| 3M | +11.6% | +42.3% | -30.7% | -11.1% |
| 6M | +84.7% | +20.9% | +63.8% | +60.2% |
| YTD | +62.5% | +15.2% | +47.3% | +43.3% |
| 1Y | +121.7% | +5.4% | +116.3% | +104.7% |
| 3Y | +253.0% | -27.4% | +280.4% | +295.1% |
| 5Y | -32.5% | -44.2% | +11.7% | -12.9% |
| 10Y | +312.7% | +27.4% | +285.4% | +132.9% |
| All | +702.8% | +25.1% | +677.7% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling