+485.5%
ECHO vs GGLL
+194.0%
+291.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +2.2% | +5.1% | -2.9% | +1.3% |
| 30D | +9.8% | -35.5% | +45.3% | +18.0% |
| 3M | +16.8% | -39.2% | +56.0% | +26.7% |
| 6M | -18.1% | -54.4% | +36.3% | -7.0% |
| YTD | -4.2% | -29.8% | +25.7% | -0.6% |
| 1Y | +41.2% | -20.4% | +61.6% | +42.6% |
| 3Y | +943.7% | +149.7% | +794.0% | +670.8% |
| All | +485.5% | +194.0% | +291.5% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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