+33.6%
ECHO vs GLXY
+8.0%
+25.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | +3.4% | +13.4% | -10.0% | +1.1% |
| 30D | +2.4% | +38.1% | -35.7% | -3.5% |
| 3M | -28.0% | -7.3% | -20.6% | -28.0% |
| 6M | -21.2% | +8.2% | -29.4% | -23.5% |
| YTD | -17.4% | +17.8% | -35.1% | -22.0% |
| 1Y | +33.6% | +14.9% | +18.7% | +32.1% |
| All | +33.6% | +8.0% | +25.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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