+33.6%
ECHO vs GNRC
+6.8%
+26.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | +3.4% | +1.9% | +1.5% | +3.1% |
| 30D | +2.4% | -13.8% | +16.2% | +4.6% |
| 3M | -28.0% | -32.6% | +4.7% | -24.8% |
| 6M | -21.2% | -15.2% | -6.1% | -20.5% |
| YTD | -17.4% | +37.4% | -54.8% | -25.5% |
| 1Y | +33.6% | +5.1% | +28.4% | +27.1% |
| All | +33.6% | +6.8% | +26.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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