+262.5%
ECHO vs GD
+94.5%
+168.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -2.8% |
| 7D | -2.4% | -5.0% | +2.6% | -0.2% |
| 30D | -3.1% | +8.9% | -12.1% | -6.7% |
| 3M | +8.7% | -8.0% | +16.8% | +12.6% |
| 6M | -24.8% | +2.9% | -27.7% | -26.0% |
| YTD | -13.0% | +7.1% | -20.0% | -15.8% |
| 1Y | +33.9% | +5.9% | +28.0% | +30.1% |
| 3Y | +791.8% | +53.9% | +737.9% | +632.9% |
| All | +262.5% | +94.5% | +168.0% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling