+245.8%
ECHO vs GFI
+450.5%
-204.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +5.3% | +4.7% | +0.6% | +5.0% |
| 30D | +2.4% | +14.4% | -12.0% | +1.3% |
| 3M | -21.8% | +32.5% | -54.3% | -23.6% |
| 6M | -16.9% | -7.2% | -9.8% | -16.8% |
| YTD | -16.0% | +10.9% | -26.8% | -17.0% |
| 1Y | +9.3% | +35.5% | -26.2% | +6.1% |
| 3Y | +406.2% | +312.1% | +94.1% | +354.2% |
| 5Y | +251.0% | +524.6% | -273.6% | +203.7% |
| 10Y | +191.3% | +1,092.7% | -901.5% | +134.1% |
| All | +245.8% | +450.5% | -204.8% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling