+43.4%
ECHO vs GD
+7.0%
+36.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +7.5% | +9.5% | -2.0% | +3.6% |
| 3M | +16.2% | -5.8% | +22.0% | +19.8% |
| 6M | -20.9% | +7.7% | -28.6% | -23.8% |
| YTD | -6.0% | +11.1% | -17.0% | -8.4% |
| 1Y | +43.4% | +6.1% | +37.3% | +45.2% |
| All | +43.4% | +7.0% | +36.4% | +45.2% |
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