+468.8%
ECHO vs GGLL
+195.8%
+273.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.5% | +6.5% |
| 7D | +3.0% | +6.3% | -3.3% | +1.9% |
| 30D | +6.7% | -35.1% | +41.8% | +14.5% |
| 3M | +12.4% | -37.7% | +50.1% | +21.3% |
| 6M | -20.4% | -54.1% | +33.7% | -9.7% |
| YTD | -6.9% | -29.4% | +22.5% | -3.5% |
| 1Y | +37.7% | -13.4% | +51.1% | +36.7% |
| 3Y | +902.9% | +158.3% | +744.6% | +635.3% |
| All | +468.8% | +195.8% | +273.0% | +303.4% |
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