+291.1%
ECHO vs GFS
-2.1%
+293.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -2.7% |
| 7D | +5.3% | +4.5% | +0.8% | +4.3% |
| 30D | +2.4% | -8.2% | +10.6% | +4.3% |
| 3M | -21.8% | -38.9% | +17.1% | -13.9% |
| 6M | -16.9% | -2.9% | -14.0% | -19.4% |
| YTD | -16.0% | +31.8% | -47.8% | -25.1% |
| 1Y | +9.3% | +43.1% | -33.9% | -4.9% |
| 3Y | +406.2% | -20.6% | +426.9% | +390.0% |
| All | +291.1% | -2.1% | +293.2% | +277.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling