+240.0%
ECHO vs GIS
+156.3%
+83.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.5% |
| 7D | +3.4% | -7.8% | +11.3% | +4.9% |
| 30D | +2.4% | +6.6% | -4.2% | +1.0% |
| 3M | -28.0% | +21.0% | -48.9% | -31.0% |
| 6M | -21.2% | -9.1% | -12.2% | -20.2% |
| YTD | -17.4% | -13.6% | -3.8% | -15.6% |
| 1Y | +33.6% | -18.0% | +51.6% | +37.7% |
| 3Y | +419.7% | -33.7% | +453.3% | +455.4% |
| 5Y | +241.7% | -19.4% | +261.1% | +241.9% |
| 10Y | +180.8% | -21.3% | +202.0% | +176.9% |
| All | +240.0% | +156.3% | +83.8% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling