+471.2%
ECHO vs GEHC
+2.6%
+468.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +2.3% | -7.9% | +10.2% | +4.6% |
| 30D | +4.4% | -11.7% | +16.1% | +8.0% |
| 3M | -20.3% | +0.8% | -21.1% | -21.3% |
| 6M | -15.3% | -11.6% | -3.8% | -13.1% |
| YTD | -15.5% | -21.6% | +6.1% | -10.0% |
| 1Y | +15.0% | -15.3% | +30.3% | +19.2% |
| 3Y | +409.1% | -0.5% | +409.6% | +381.8% |
| All | +471.2% | +2.6% | +468.6% | +426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling