+33.6%
ECHO vs GAP
+1.5%
+32.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.4% | -4.5% | +7.9% | +4.1% |
| 30D | +2.4% | +9.0% | -6.7% | +0.8% |
| 3M | -28.0% | +5.0% | -33.0% | -28.5% |
| 6M | -21.2% | -17.8% | -3.4% | -18.6% |
| YTD | -17.4% | -10.4% | -7.0% | -16.3% |
| 1Y | +33.6% | -3.4% | +37.0% | +32.6% |
| All | +33.6% | +1.5% | +32.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling