+304.5%
ECHO vs GLXY
-41.9%
+346.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +4.3% |
| 7D | -2.4% | -14.6% | +12.2% | -0.2% |
| 30D | -3.1% | -36.2% | +33.0% | +3.3% |
| 3M | +8.7% | -30.1% | +38.8% | +13.8% |
| 6M | -24.8% | -56.1% | +31.3% | -16.5% |
| YTD | -13.0% | -38.9% | +26.0% | -8.7% |
| 1Y | +33.9% | -55.0% | +89.0% | +44.3% |
| All | +304.5% | -41.9% | +346.4% | +349.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling