+251.0%
ECHO vs GIS
-23.6%
+274.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.2% |
| 7D | +5.3% | -8.6% | +13.9% | +5.4% |
| 30D | +2.4% | -0.5% | +2.9% | +2.4% |
| 3M | -21.8% | +11.9% | -33.7% | -22.1% |
| 6M | -16.9% | -11.6% | -5.3% | -16.5% |
| YTD | -16.0% | -16.3% | +0.3% | -15.5% |
| 1Y | +9.3% | -21.8% | +31.0% | +10.2% |
| 3Y | +406.2% | -35.7% | +441.9% | +417.4% |
| 5Y | +251.0% | -22.9% | +273.8% | +223.3% |
| All | +251.0% | -23.6% | +274.6% | +223.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling