+46.1%
ECHO vs GGLL
-19.1%
+65.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +2.2% | +5.1% | -2.9% | +1.4% |
| 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% | -6.3% |
| YTD | -4.2% | -29.8% | +25.7% | +1.4% |
| All | +46.1% | -19.1% | +65.2% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling