+33.6%
ECHO vs GFI
+45.3%
-11.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +3.4% | +3.1% | +0.3% | +2.6% |
| 30D | +2.4% | +27.1% | -24.8% | -3.8% |
| 3M | -28.0% | +21.2% | -49.1% | -31.9% |
| 6M | -21.2% | -4.5% | -16.7% | -22.8% |
| YTD | -17.4% | +11.7% | -29.1% | -20.4% |
| 1Y | +33.6% | +46.0% | -12.5% | +18.9% |
| All | +33.6% | +45.3% | -11.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling