+307.6%
TWLO vs GRMN
+646.1%
-338.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.9% | -1.8% | -2.1% | -2.9% |
| 30D | -9.7% | -12.1% | +2.4% | -2.9% |
| 3M | +11.6% | +18.0% | -6.4% | +0.1% |
| 6M | +84.7% | +13.7% | +71.0% | +67.2% |
| YTD | +62.5% | +35.3% | +27.2% | +31.6% |
| 1Y | +121.7% | +17.2% | +104.5% | +94.8% |
| 3Y | +253.0% | +179.6% | +73.4% | +56.7% |
| 5Y | -32.5% | +75.6% | -108.0% | -59.7% |
| All | +307.6% | +646.1% | -338.4% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling