+192.5%
ECHO vs GNRC
+448.8%
-256.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.7% |
| 7D | +3.7% | -0.2% | +3.9% | +3.8% |
| 30D | +0.7% | -15.7% | +16.4% | +4.6% |
| 3M | -27.3% | -27.3% | 0.0% | -22.4% |
| 6M | -17.0% | -12.1% | -4.9% | -16.1% |
| YTD | -14.3% | +37.1% | -51.4% | -22.8% |
| 1Y | +20.9% | -0.5% | +21.4% | +16.7% |
| 3Y | +423.0% | +61.5% | +361.4% | +338.9% |
| 5Y | +265.7% | -58.6% | +324.3% | +299.8% |
| All | +192.5% | +448.8% | -256.4% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling