+159.8%
ECHO vs GD
+180.8%
-21.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +2.1% |
| 7D | +2.2% | -1.9% | +4.1% | +3.4% |
| 30D | +9.8% | +10.9% | -1.1% | +3.8% |
| 3M | +16.8% | -6.8% | +23.6% | +21.3% |
| 6M | -18.1% | +7.0% | -25.1% | -21.4% |
| YTD | -4.2% | +11.1% | -15.3% | -10.3% |
| 1Y | +41.2% | +7.0% | +34.2% | +34.9% |
| 3Y | +943.7% | +59.9% | +883.8% | +680.1% |
| 5Y | +277.5% | +102.5% | +175.1% | +138.7% |
| 10Y | +159.8% | +174.0% | -14.3% | +42.5% |
| All | +159.8% | +180.8% | -21.1% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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