+34.2%
ECHO vs GME
+15.0%
+19.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.8% | -3.8% |
| 7D | +4.6% | +7.8% | -3.2% | +3.3% |
| 30D | +0.4% | -0.4% | +0.8% | +0.5% |
| 3M | +7.7% | +30.9% | -23.2% | +2.5% |
| 6M | -18.0% | +5.5% | -23.5% | -18.5% |
| YTD | -9.3% | +25.2% | -34.5% | -5.5% |
| 1Y | +34.2% | +14.4% | +19.8% | +32.0% |
| All | +34.2% | +15.0% | +19.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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