+192.7%
ECHO vs GPC
+79.8%
+112.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +5.2% |
| 7D | +8.6% | +0.2% | +8.4% | +8.4% |
| 30D | +3.8% | -0.4% | +4.1% | +3.7% |
| 3M | -19.9% | +39.2% | -59.1% | -30.6% |
| 6M | -12.1% | +18.2% | -30.3% | -19.1% |
| YTD | -14.1% | +12.1% | -26.1% | -20.1% |
| 1Y | +15.9% | -0.7% | +16.5% | +13.3% |
| 3Y | +417.8% | -1.7% | +419.5% | +392.0% |
| 5Y | +259.3% | +29.3% | +230.0% | +196.2% |
| 10Y | +192.7% | +80.7% | +112.1% | +105.3% |
| All | +192.7% | +79.8% | +112.9% | +105.3% |
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