+284.6%
ECHO vs GFS
-3.7%
+288.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | +2.4% | -8.6% | +11.0% | +4.2% |
| 3M | -28.0% | -46.5% | +18.6% | -18.4% |
| 6M | -21.2% | -4.8% | -16.4% | -23.2% |
| YTD | -17.4% | +29.7% | -47.0% | -26.1% |
| 1Y | +33.6% | +35.8% | -2.2% | +17.7% |
| 3Y | +419.7% | -18.3% | +438.0% | +400.8% |
| All | +284.6% | -3.7% | +288.3% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling