+423.0%
ECHO vs GNRC
+61.6%
+361.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.0% |
| 3M | -27.3% | -27.3% | 0.0% | -22.1% |
| 6M | -17.0% | -12.1% | -4.9% | -16.5% |
| YTD | -14.3% | +37.1% | -51.4% | -26.0% |
| 1Y | +20.9% | -0.5% | +21.4% | +14.8% |
| 3Y | +423.0% | +61.5% | +361.4% | +302.2% |
| All | +423.0% | +61.6% | +361.4% | +302.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling