+791.8%
ECHO vs GGLL
+154.9%
+636.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -0.9% | -3.5% |
| 7D | -2.4% | +3.1% | -5.5% | -3.0% |
| 30D | -3.1% | -36.3% | +33.2% | +3.9% |
| 3M | +8.7% | -40.4% | +49.1% | +17.8% |
| 6M | -24.8% | -54.6% | +29.9% | -15.0% |
| YTD | -13.0% | -31.1% | +18.2% | -9.3% |
| 1Y | +33.9% | -19.2% | +53.1% | +35.1% |
| 3Y | +791.8% | +151.5% | +640.3% | +561.4% |
| All | +791.8% | +154.9% | +636.9% | +561.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling