+9.3%
ECHO vs GLXY
-1.8%
+11.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -1.1% |
| 7D | +5.3% | +4.5% | +0.8% | +4.6% |
| 30D | +2.4% | +28.8% | -26.4% | -2.0% |
| 3M | -21.8% | -23.0% | +1.2% | -19.7% |
| 6M | -16.9% | +17.0% | -33.9% | -19.7% |
| YTD | -16.0% | +12.5% | -28.5% | -19.6% |
| 1Y | +9.3% | -5.4% | +14.7% | +11.7% |
| All | +9.3% | -1.8% | +11.1% | +11.7% |
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