+172.3%
ECHO vs GH
+446.7%
-274.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | +13.8% | -6.9% | +20.7% | +14.9% |
| 3M | +9.1% | -4.9% | +14.0% | +9.6% |
| 6M | -24.9% | +54.1% | -79.0% | -29.1% |
| YTD | -8.0% | +48.5% | -56.5% | -13.1% |
| 1Y | +42.9% | +61.2% | -18.3% | +33.5% |
| 3Y | +926.7% | +570.3% | +356.3% | +687.5% |
| 5Y | +230.4% | +46.1% | +184.2% | +178.2% |
| All | +172.3% | +446.7% | -274.4% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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