+547.8%
ECHO vs GEHC
+33.6%
+514.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +2.2% | +3.7% | -1.5% | +1.1% |
| 30D | +9.8% | +27.3% | -17.5% | +2.5% |
| 3M | +16.8% | +14.7% | +2.1% | +12.2% |
| 6M | -18.1% | +31.9% | -50.0% | -25.2% |
| YTD | -4.2% | +2.2% | -6.4% | -5.3% |
| 1Y | +41.2% | +14.1% | +27.2% | +34.6% |
| 3Y | +943.7% | +21.0% | +922.7% | +833.0% |
| All | +547.8% | +33.6% | +514.1% | +453.4% |
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