+240.0%
ECHO vs GD
+522.2%
-282.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.0% |
| 7D | +3.4% | -5.3% | +8.7% | +6.4% |
| 30D | +2.4% | -6.4% | +8.8% | +6.0% |
| 3M | -28.0% | +5.7% | -33.7% | -30.3% |
| 6M | -21.2% | -0.9% | -20.3% | -21.5% |
| YTD | -17.4% | +8.2% | -25.5% | -21.3% |
| 1Y | +33.6% | +13.4% | +20.2% | +23.8% |
| 3Y | +419.7% | +68.5% | +351.2% | +280.6% |
| 5Y | +241.7% | +97.2% | +144.6% | +126.2% |
| 10Y | +180.8% | +190.2% | -9.4% | +46.4% |
| All | +240.0% | +522.2% | -282.2% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling