+159.0%
ECHO vs GPC
+93.7%
+65.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.6% | +6.1% |
| 7D | +3.0% | +0.8% | +2.2% | +2.7% |
| 30D | +6.7% | -1.1% | +7.8% | +6.8% |
| 3M | +12.4% | -6.6% | +19.0% | +14.7% |
| 6M | -20.4% | +22.2% | -42.7% | -27.9% |
| YTD | -6.9% | +5.1% | -12.0% | -11.6% |
| 1Y | +37.7% | +2.8% | +34.9% | +31.9% |
| 3Y | +902.9% | +2.4% | +900.5% | +828.8% |
| 5Y | +275.3% | +7.8% | +267.6% | +234.4% |
| 10Y | +159.0% | +87.2% | +71.8% | +76.3% |
| All | +159.0% | +93.7% | +65.3% | +76.3% |
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