+188.4%
ECHO vs GIS
-19.3%
+207.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.7% |
| 7D | +2.3% | -8.4% | +10.7% | +2.8% |
| 30D | +4.4% | -5.2% | +9.6% | +4.6% |
| 3M | -20.3% | +8.2% | -28.5% | -20.9% |
| 6M | -15.3% | -12.0% | -3.3% | -14.7% |
| YTD | -15.5% | -18.9% | +3.4% | -14.5% |
| 1Y | +15.0% | -23.6% | +38.6% | +16.9% |
| 3Y | +409.1% | -37.6% | +446.8% | +425.4% |
| 5Y | +260.6% | -25.2% | +285.8% | +262.6% |
| All | +188.4% | -19.3% | +207.7% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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