+684.6%
TWLO vs GRMN
+735.8%
-51.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.8% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -6.4% | -11.3% | +4.9% | +0.1% |
| 3M | +6.3% | +17.7% | -11.4% | -4.6% |
| 6M | +76.4% | +14.2% | +62.3% | +59.5% |
| YTD | +58.8% | +37.0% | +21.8% | +27.9% |
| 1Y | +107.1% | +17.0% | +90.1% | +82.5% |
| 3Y | +245.0% | +183.2% | +61.8% | +53.6% |
| 5Y | -36.0% | +77.3% | -113.2% | -61.7% |
| 10Y | +293.2% | +630.9% | -337.7% | -10.0% |
| All | +684.6% | +735.8% | -51.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GRMN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling