+42.9%
ECHO vs GIS
-21.2%
+64.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +2.5% |
| 7D | +5.7% | -3.4% | +9.0% | +4.7% |
| 30D | +13.8% | +6.9% | +6.9% | +15.5% |
| 3M | +9.1% | -10.1% | +19.2% | +8.2% |
| 6M | -24.9% | +5.9% | -30.8% | -23.9% |
| YTD | -8.0% | -21.1% | +13.1% | -10.5% |
| 1Y | +42.9% | -22.5% | +65.4% | +39.0% |
| All | +42.9% | -21.2% | +64.1% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling