+424.5%
ECHO vs GFS
-22.9%
+447.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +8.6% | +2.6% | +5.9% | +7.9% |
| 30D | +3.8% | -16.4% | +20.1% | +8.2% |
| 3M | -19.9% | -41.6% | +21.7% | -10.0% |
| 6M | -12.1% | -3.7% | -8.4% | -16.0% |
| YTD | -14.1% | +29.3% | -43.4% | -26.5% |
| 1Y | +15.9% | +37.1% | -21.3% | -3.3% |
| All | +424.5% | -22.9% | +447.4% | +417.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling