+37.2%
ECHO vs GD
+6.6%
+30.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.7% | +5.9% |
| 7D | +3.0% | -3.0% | +6.1% | +4.4% |
| 30D | +6.7% | +9.3% | -2.6% | +3.0% |
| 3M | +12.4% | -7.2% | +19.6% | +16.6% |
| 6M | -20.4% | +5.5% | -25.9% | -22.6% |
| YTD | -6.9% | +9.5% | -16.4% | -8.3% |
| All | +37.2% | +6.6% | +30.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling