+508.7%
ECHO vs GNRC
+2,120.5%
-1,611.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.7% |
| 7D | +8.6% | +4.8% | +3.7% | +7.4% |
| 30D | +3.8% | -10.4% | +14.1% | +6.2% |
| 3M | -19.9% | -28.5% | +8.6% | -14.3% |
| 6M | -12.1% | -6.8% | -5.3% | -12.3% |
| YTD | -14.1% | +39.5% | -53.5% | -22.5% |
| 1Y | +15.9% | +3.4% | +12.5% | +11.2% |
| 3Y | +417.8% | +65.1% | +352.7% | +337.2% |
| 5Y | +259.3% | -57.1% | +316.4% | +281.6% |
| 10Y | +192.7% | +432.5% | -239.8% | +58.9% |
| All | +508.7% | +2,120.5% | -1,611.8% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling