+943.7%
ECHO vs GEHC
+22.7%
+921.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +2.2% | +3.7% | -1.5% | +1.2% |
| 30D | +9.8% | +27.3% | -17.5% | +3.0% |
| 3M | +16.8% | +14.7% | +2.1% | +12.5% |
| 6M | -18.1% | +31.9% | -50.0% | -24.8% |
| YTD | -4.2% | +2.2% | -6.4% | -4.9% |
| 1Y | +41.2% | +14.1% | +27.2% | +35.3% |
| 3Y | +943.7% | +21.0% | +922.7% | +836.3% |
| All | +943.7% | +22.7% | +921.0% | +836.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling