+240.0%
ECHO vs GME
+83.1%
+156.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +3.4% | +7.2% | -3.8% | +3.0% |
| 30D | +2.4% | +0.8% | +1.6% | +2.3% |
| 3M | -28.0% | -14.0% | -14.0% | -27.4% |
| 6M | -21.2% | -19.7% | -1.5% | -20.3% |
| YTD | -17.4% | -4.6% | -12.8% | -17.3% |
| 1Y | +33.6% | -14.3% | +47.9% | +34.5% |
| 3Y | +419.7% | +4.0% | +415.7% | +383.6% |
| 5Y | +241.7% | -62.2% | +303.9% | +224.4% |
| 10Y | +180.8% | +241.4% | -60.6% | +44.2% |
| All | +240.0% | +83.1% | +156.9% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling