+34.2%
ECHO vs GDDY
-11.8%
+46.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.5% | -2.9% |
| 7D | +4.6% | +11.1% | -6.5% | +5.6% |
| 30D | +0.4% | +18.6% | -18.2% | +1.9% |
| 3M | +7.7% | +32.8% | -25.1% | +10.1% |
| 6M | -18.0% | +34.0% | -52.1% | -14.9% |
| YTD | -9.3% | -4.6% | -4.6% | -0.8% |
| 1Y | +34.2% | -12.5% | +46.7% | +47.4% |
| All | +34.2% | -11.8% | +46.0% | +47.4% |
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