+684.6%
TWLO vs GSK
+83.4%
+601.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.4% |
| 7D | -1.2% | -4.2% | +3.0% | -0.1% |
| 30D | -6.4% | -7.5% | +1.1% | -4.6% |
| 3M | +6.3% | -3.3% | +9.6% | +6.9% |
| 6M | +76.4% | -9.3% | +85.8% | +79.7% |
| YTD | +58.8% | +1.6% | +57.2% | +55.7% |
| 1Y | +107.1% | +25.5% | +81.6% | +89.2% |
| 3Y | +245.0% | +49.3% | +195.7% | +189.1% |
| 5Y | -36.0% | +46.7% | -82.6% | -47.5% |
| 10Y | +293.2% | +76.8% | +216.4% | +200.3% |
| All | +684.6% | +83.4% | +601.3% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling