+33.6%
ECHO vs GFS
+37.2%
-3.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +3.4% | +1.0% | +2.4% | +3.3% |
| 30D | +2.4% | -8.6% | +11.0% | +3.5% |
| 3M | -28.0% | -46.5% | +18.6% | -24.9% |
| 6M | -21.2% | -4.8% | -16.4% | -22.7% |
| YTD | -17.4% | +29.7% | -47.0% | -23.3% |
| 1Y | +33.6% | +35.8% | -2.2% | +29.2% |
| All | +33.6% | +37.2% | -3.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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