+37.2%
ECHO vs GPC
+2.8%
+34.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.6% | +6.9% |
| 7D | +3.0% | +0.8% | +2.2% | +3.0% |
| 30D | +6.7% | -1.1% | +7.8% | +6.6% |
| 3M | +12.4% | -6.6% | +19.0% | +12.5% |
| 6M | -20.4% | +22.2% | -42.7% | -21.5% |
| YTD | -6.9% | +5.1% | -12.0% | -11.9% |
| All | +37.2% | +2.8% | +34.4% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling