+188.4%
ECHO vs GAP
+27.6%
+160.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +2.3% | -6.3% | +8.6% | +3.7% |
| 30D | +4.4% | -0.2% | +4.6% | +4.1% |
| 3M | -20.3% | 0.0% | -20.3% | -20.8% |
| 6M | -15.3% | -8.1% | -7.2% | -14.8% |
| YTD | -15.5% | -16.5% | +1.0% | -13.6% |
| 1Y | +15.0% | -10.5% | +25.4% | +15.0% |
| 3Y | +409.1% | +104.0% | +305.2% | +305.7% |
| 5Y | +260.6% | +6.8% | +253.9% | +211.6% |
| All | +188.4% | +27.6% | +160.8% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling