+481.0%
ECHO vs GEHC
+6.6%
+474.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.1% | +4.9% |
| 7D | +8.6% | -5.2% | +13.8% | +10.1% |
| 30D | +3.8% | -7.0% | +10.7% | +5.7% |
| 3M | -19.9% | +3.3% | -23.2% | -21.4% |
| 6M | -12.1% | -10.0% | -2.1% | -10.1% |
| YTD | -14.1% | -18.5% | +4.4% | -9.5% |
| 1Y | +15.9% | -14.4% | +30.3% | +19.9% |
| 3Y | +417.8% | +3.4% | +414.4% | +384.7% |
| All | +481.0% | +6.6% | +474.3% | +429.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling