+119.1%
ECHO vs GDDY
+381.9%
-262.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | 0.0% |
| 7D | +2.3% | -7.0% | +9.3% | +3.7% |
| 30D | +4.4% | +6.2% | -1.8% | +2.6% |
| 3M | -20.3% | +20.0% | -40.3% | -24.8% |
| 6M | -15.3% | +6.8% | -22.2% | -18.5% |
| YTD | -15.5% | -22.3% | +6.8% | -12.6% |
| 1Y | +15.0% | -33.5% | +48.5% | +23.3% |
| 3Y | +409.1% | +29.2% | +379.9% | +361.4% |
| 5Y | +260.6% | +28.1% | +232.6% | +221.9% |
| 10Y | +193.0% | +200.2% | -7.3% | +114.7% |
| All | +119.1% | +381.9% | -262.7% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling