+33.6%
ECHO vs GDDY
-29.3%
+62.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +3.4% | +3.7% | -0.3% | +3.5% |
| 30D | +2.4% | +10.4% | -8.0% | +2.6% |
| 3M | -28.0% | +19.4% | -47.4% | -27.3% |
| 6M | -21.2% | +14.3% | -35.5% | -20.1% |
| YTD | -17.4% | -18.4% | +1.0% | -7.5% |
| 1Y | +33.6% | -30.1% | +63.7% | +58.2% |
| All | +33.6% | -29.3% | +62.9% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling