+240.0%
ECHO vs GAP
+81.2%
+158.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.4% | -4.5% | +7.9% | +4.5% |
| 30D | +2.4% | +9.0% | -6.7% | -0.2% |
| 3M | -28.0% | +5.0% | -33.0% | -29.2% |
| 6M | -21.2% | -17.8% | -3.4% | -18.7% |
| YTD | -17.4% | -10.4% | -7.0% | -16.8% |
| 1Y | +33.6% | -3.4% | +37.0% | +31.3% |
| 3Y | +419.7% | +111.5% | +308.2% | +296.9% |
| 5Y | +241.7% | +8.8% | +232.9% | +187.8% |
| 10Y | +180.8% | +32.9% | +147.9% | +90.1% |
| All | +240.0% | +81.2% | +158.8% | +68.2% |
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