+328.3%
ECHO vs GFS
-11.4%
+339.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.5% |
| 7D | +5.7% | +7.4% | -1.7% | +3.9% |
| 30D | +13.8% | -15.3% | +29.1% | +17.9% |
| 3M | +9.1% | -21.1% | +30.2% | +14.3% |
| 6M | -24.9% | -44.5% | +19.5% | -16.7% |
| YTD | -8.0% | +19.2% | -27.2% | -16.5% |
| 1Y | +42.9% | +27.2% | +15.7% | +27.8% |
| 3Y | +926.7% | -20.1% | +946.8% | +889.8% |
| 5Y | +230.4% | -25.6% | +256.0% | +230.6% |
| All | +328.3% | -11.4% | +339.7% | +320.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling