+301.0%
TWLO vs GSK
+80.1%
+220.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -2.4% | -3.5% | +1.1% | -1.6% |
| 30D | -7.8% | -3.4% | -4.4% | -7.2% |
| 3M | +10.0% | -8.1% | +18.2% | +11.9% |
| 6M | +79.5% | -11.1% | +90.6% | +83.3% |
| YTD | +59.8% | +0.7% | +59.1% | +57.3% |
| 1Y | +121.7% | +20.1% | +101.5% | +107.2% |
| 3Y | +240.8% | +46.1% | +194.7% | +193.5% |
| 5Y | -33.6% | +48.2% | -81.8% | -44.6% |
| All | +301.0% | +80.1% | +220.9% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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