+251.0%
ECHO vs GME
-55.8%
+306.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -2.7% |
| 7D | +5.3% | +4.8% | +0.5% | +4.9% |
| 30D | +2.4% | +5.9% | -3.4% | +1.9% |
| 3M | -21.8% | -10.7% | -11.1% | -21.1% |
| 6M | -16.9% | -19.8% | +2.9% | -15.5% |
| YTD | -16.0% | -0.9% | -15.0% | -16.1% |
| 1Y | +9.3% | -15.7% | +25.0% | +10.5% |
| 3Y | +406.2% | +12.3% | +393.9% | +335.0% |
| 5Y | +251.0% | -60.1% | +311.0% | +212.6% |
| All | +251.0% | -55.8% | +306.8% | +212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling