-30.6%
TWLO vs GSK
+44.4%
-75.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.5% |
| 30D | -22.1% | +6.3% | -28.4% | -22.5% |
| 3M | -15.3% | +1.8% | -17.1% | -15.4% |
| 6M | +9.7% | +1.7% | +8.0% | +9.4% |
| YTD | +48.5% | +6.5% | +41.9% | +46.4% |
| 1Y | +70.3% | +9.5% | +60.9% | +67.4% |
| 3Y | +261.4% | +65.3% | +196.1% | +228.3% |
| All | -30.6% | +44.4% | -75.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling