+287.0%
ECHO vs GME
+144.2%
+142.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +3.6% | +1.6% | +2.0% | +3.6% |
| 30D | +7.5% | -6.2% | +13.6% | +7.9% |
| 3M | +16.2% | +35.8% | -19.6% | +14.0% |
| 6M | -20.9% | +10.3% | -31.1% | -21.4% |
| YTD | -6.0% | +27.2% | -33.2% | -7.5% |
| 1Y | +43.4% | +19.1% | +24.3% | +41.5% |
| 3Y | +924.0% | +103.7% | +820.3% | +816.2% |
| 5Y | +249.6% | -50.0% | +299.6% | +226.5% |
| 10Y | +151.3% | +471.4% | -320.2% | +21.2% |
| All | +287.0% | +144.2% | +142.7% | +81.0% |
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 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