+251.0%
ECHO vs GAP
+6.6%
+244.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.3% |
| 7D | +5.3% | -3.2% | +8.5% | +6.0% |
| 30D | +2.4% | -0.7% | +3.1% | +2.3% |
| 3M | -21.8% | -0.5% | -21.3% | -22.1% |
| 6M | -16.9% | -5.0% | -11.9% | -17.0% |
| YTD | -16.0% | -14.7% | -1.3% | -14.5% |
| 1Y | +9.3% | -8.6% | +17.9% | +8.9% |
| 3Y | +406.2% | +108.4% | +297.8% | +313.7% |
| 5Y | +251.0% | +5.8% | +245.2% | +196.1% |
| All | +251.0% | +6.6% | +244.4% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling