+275.3%
ECHO vs GD
+98.0%
+177.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.7% | +6.0% |
| 7D | +3.0% | -3.0% | +6.1% | +4.5% |
| 30D | +6.7% | +9.3% | -2.6% | +2.8% |
| 3M | +12.4% | -7.2% | +19.6% | +16.1% |
| 6M | -20.4% | +5.5% | -25.9% | -22.4% |
| YTD | -6.9% | +9.5% | -16.4% | -10.7% |
| 1Y | +37.7% | +6.4% | +31.3% | +33.6% |
| 3Y | +902.9% | +59.8% | +843.0% | +711.0% |
| 5Y | +275.3% | +98.0% | +177.4% | +159.3% |
| All | +275.3% | +98.0% | +177.3% | +159.3% |
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