+417.8%
ECHO vs GH
+355.8%
+62.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +8.6% | -2.1% | +10.7% | +9.0% |
| 30D | +3.8% | -4.5% | +8.2% | +4.5% |
| 3M | -19.9% | +28.9% | -48.8% | -24.0% |
| 6M | -12.1% | +76.5% | -88.6% | -21.7% |
| YTD | -14.1% | +57.6% | -71.7% | -22.1% |
| 1Y | +15.9% | +167.5% | -151.7% | -6.9% |
| 3Y | +417.8% | +377.4% | +40.4% | +258.9% |
| All | +417.8% | +355.8% | +62.1% | +258.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling