+633.6%
TWLO vs GSK
+92.3%
+541.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.5% | +1.1% | +3.4% | +4.3% |
| 30D | -22.1% | +6.3% | -28.4% | -23.4% |
| 3M | -15.3% | +1.8% | -17.1% | -16.0% |
| 6M | +9.7% | +1.7% | +8.0% | +8.4% |
| YTD | +48.5% | +6.5% | +41.9% | +43.4% |
| 1Y | +70.3% | +9.5% | +60.9% | +63.2% |
| 3Y | +261.4% | +65.3% | +196.1% | +192.3% |
| 5Y | -30.6% | +43.7% | -74.3% | -41.7% |
| 10Y | +569.2% | +104.1% | +465.1% | +320.7% |
| All | +633.6% | +92.3% | +541.3% | +395.6% |
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