+709.2%
TWLO vs GRMN
+739.9%
-30.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -2.0% | -2.9% | +0.8% | -0.4% |
| 30D | +20.6% | -8.4% | +29.0% | +27.0% |
| 3M | -1.5% | +15.0% | -16.5% | -10.4% |
| 6M | +89.4% | +11.2% | +78.2% | +73.8% |
| YTD | +63.8% | +37.7% | +26.1% | +31.5% |
| 1Y | +119.7% | +18.5% | +101.3% | +92.1% |
| 3Y | +256.1% | +175.8% | +80.3% | +61.9% |
| 5Y | -36.6% | +75.1% | -111.7% | -61.7% |
| 10Y | +304.3% | +637.0% | -332.7% | -7.8% |
| All | +709.2% | +739.9% | -30.6% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling