+15.0%
ECHO vs GFS
+42.7%
-27.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | +3.2% | -0.9% | +1.9% |
| 30D | +4.4% | -9.6% | +14.0% | +5.8% |
| 3M | -20.3% | -38.5% | +18.2% | -17.0% |
| 6M | -15.3% | -1.3% | -14.1% | -17.8% |
| YTD | -15.5% | +31.8% | -47.3% | -23.5% |
| 1Y | +15.0% | +44.6% | -29.6% | +6.5% |
| All | +15.0% | +42.7% | -27.7% | +6.5% |
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