+261.4%
TWLO vs GSK
+65.8%
+195.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.6% |
| 30D | -22.1% | +6.3% | -28.4% | -22.0% |
| 3M | -15.3% | +1.8% | -17.1% | -15.2% |
| 6M | +9.7% | +1.7% | +8.0% | +9.9% |
| YTD | +48.5% | +6.5% | +41.9% | +47.3% |
| 1Y | +70.3% | +9.5% | +60.9% | +68.6% |
| 3Y | +261.4% | +65.3% | +196.1% | +258.3% |
| All | +261.4% | +65.8% | +195.6% | +258.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling