+404.8%
ECHO vs GGLL
+328.7%
+76.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | +3.4% | -4.8% | +8.2% | +4.4% |
| 30D | +2.4% | -13.7% | +16.0% | +5.1% |
| 3M | -28.0% | -21.9% | -6.1% | -25.1% |
| 6M | -21.2% | +11.7% | -32.9% | -24.0% |
| YTD | -17.4% | +2.3% | -19.7% | -19.2% |
| 1Y | +33.6% | +76.2% | -42.6% | +16.3% |
| 3Y | +419.7% | +245.0% | +174.7% | +264.2% |
| All | +404.8% | +328.7% | +76.1% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling