+829.5%
ECHO vs GD
+59.0%
+770.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.2% |
| 7D | +4.6% | +3.0% | +1.6% | +3.4% |
| 30D | +0.4% | +10.5% | -10.1% | -3.6% |
| 3M | +7.7% | -5.0% | +12.6% | +9.9% |
| 6M | -18.0% | +5.5% | -23.5% | -20.1% |
| YTD | -9.3% | +10.3% | -19.6% | -12.8% |
| 1Y | +34.2% | +8.2% | +26.1% | +30.0% |
| All | +829.5% | +59.0% | +770.5% | +708.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling