+259.8%
ECHO vs GNRC
-58.7%
+318.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.8% |
| 7D | +3.7% | -0.2% | +3.9% | +3.8% |
| 30D | +0.7% | -15.7% | +16.4% | +4.0% |
| 3M | -27.3% | -27.3% | 0.0% | -23.2% |
| 6M | -17.0% | -12.1% | -4.9% | -16.3% |
| YTD | -14.3% | +37.1% | -51.4% | -21.7% |
| 1Y | +20.9% | -0.5% | +21.4% | +17.3% |
| 3Y | +423.0% | +61.5% | +361.4% | +351.8% |
| All | +259.8% | -58.7% | +318.4% | +236.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling