+423.0%
ECHO vs GDDY
+30.8%
+392.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.2% |
| 7D | +3.7% | -3.2% | +6.9% | +4.1% |
| 30D | +0.7% | +6.8% | -6.1% | -0.6% |
| 3M | -27.3% | +30.5% | -57.8% | -31.6% |
| 6M | -17.0% | +13.3% | -30.3% | -19.9% |
| YTD | -14.3% | -21.0% | +6.6% | -7.9% |
| 1Y | +20.9% | -34.0% | +54.9% | +37.9% |
| 3Y | +423.0% | +33.1% | +389.9% | +308.7% |
| All | +423.0% | +30.8% | +392.2% | +308.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling