+287.0%
ECHO vs GAP
+75.2%
+211.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.4% |
| 7D | +3.6% | -9.3% | +13.0% | +6.1% |
| 30D | +7.5% | -5.5% | +13.0% | +8.6% |
| 3M | +16.2% | +3.5% | +12.7% | +14.3% |
| 6M | -20.9% | +0.7% | -21.6% | -22.2% |
| YTD | -6.0% | -13.4% | +7.4% | -4.9% |
| 1Y | +43.4% | -7.7% | +51.0% | +42.2% |
| 3Y | +924.0% | +74.4% | +849.6% | +719.1% |
| 5Y | +249.6% | +5.3% | +244.3% | +196.4% |
| 10Y | +151.3% | +4.7% | +146.6% | +82.6% |
| All | +287.0% | +75.2% | +211.7% | +92.2% |
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