+241.6%
ECHO vs GD
+97.9%
+143.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +3.4% | -5.3% | +8.7% | +5.8% |
| 30D | +2.4% | -6.4% | +8.8% | +5.3% |
| 3M | -28.0% | +5.7% | -33.7% | -29.8% |
| 6M | -21.2% | -0.9% | -20.3% | -21.2% |
| YTD | -17.4% | +8.2% | -25.5% | -20.3% |
| 1Y | +33.6% | +13.4% | +20.2% | +26.2% |
| 3Y | +419.7% | +68.5% | +351.2% | +310.2% |
| All | +241.6% | +97.9% | +143.7% | +143.1% |
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 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