+431.9%
ECHO vs GGLL
+188.6%
+243.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 3M | +8.7% | -40.4% | +49.1% | +18.2% |
| 6M | -24.8% | -54.6% | +29.9% | -14.5% |
| YTD | -13.0% | -31.1% | +18.2% | -9.4% |
| 1Y | +33.9% | -19.2% | +53.1% | +34.5% |
| 3Y | +791.8% | +151.5% | +640.3% | +556.7% |
| All | +431.9% | +188.6% | +243.2% | +278.6% |
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