+34.2%
ECHO vs GLXY
-57.6%
+91.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -17.0% | +13.7% | -0.1% |
| 7D | +4.6% | -26.8% | +31.4% | +10.0% |
| 30D | +0.4% | -38.3% | +38.7% | +8.4% |
| 3M | +7.7% | -36.9% | +44.6% | +15.0% |
| 6M | -18.0% | -52.1% | +34.1% | -9.2% |
| YTD | -9.3% | -37.5% | +28.2% | -5.4% |
| 1Y | +34.2% | -55.2% | +89.4% | +46.1% |
| All | +34.2% | -57.6% | +91.8% | +46.1% |
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