+144.9%
ECHO vs GPC
+74.9%
+70.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.7% | +0.4% | +5.2% | +5.6% |
| 30D | +13.8% | -6.3% | +20.1% | +16.4% |
| 3M | +9.1% | -8.2% | +17.2% | +12.1% |
| 6M | -24.9% | +27.1% | -52.0% | -33.0% |
| YTD | -8.0% | +3.1% | -11.1% | -12.0% |
| 1Y | +42.9% | +0.1% | +42.8% | +38.4% |
| 3Y | +926.7% | +0.2% | +926.5% | +858.9% |
| 5Y | +230.4% | +4.9% | +225.5% | +197.7% |
| All | +144.9% | +74.9% | +70.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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