+271.6%
ECHO vs GAP
+72.9%
+198.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | +9.1% | -5.2% | +14.3% | +10.5% |
| 30D | +7.2% | -6.9% | +14.1% | +8.7% |
| 3M | +6.1% | +5.7% | +0.4% | +3.9% |
| 6M | -24.2% | +0.9% | -25.1% | -25.5% |
| YTD | -9.7% | -14.5% | +4.8% | -8.4% |
| 1Y | +40.9% | -12.1% | +53.0% | +41.5% |
| 3Y | +883.3% | +72.2% | +811.1% | +689.1% |
| 5Y | +224.2% | +4.5% | +219.6% | +175.3% |
| 10Y | +141.3% | +3.3% | +138.0% | +75.9% |
| All | +271.6% | +72.9% | +198.6% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling