+151.3%
ECHO vs GD
+174.7%
-23.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +7.5% | +9.5% | -2.0% | +2.3% |
| 3M | +16.2% | -5.8% | +22.0% | +19.9% |
| 6M | -20.9% | +7.7% | -28.6% | -24.4% |
| YTD | -6.0% | +11.1% | -17.0% | -12.0% |
| 1Y | +43.4% | +6.1% | +37.3% | +37.7% |
| 3Y | +924.0% | +59.8% | +864.2% | +665.8% |
| 5Y | +249.6% | +104.6% | +145.0% | +119.7% |
| 10Y | +151.3% | +170.6% | -19.3% | +38.0% |
| All | +151.3% | +174.7% | -23.4% | +38.0% |
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