+791.8%
ECHO vs GPC
+1.0%
+790.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.5% |
| 7D | -2.4% | +1.6% | -4.0% | -2.7% |
| 30D | -3.1% | -2.1% | -1.1% | -3.0% |
| 3M | +8.7% | -6.8% | +15.5% | +9.9% |
| 6M | -24.8% | +18.6% | -43.3% | -28.5% |
| YTD | -13.0% | +2.7% | -15.6% | -15.2% |
| 1Y | +33.9% | +1.8% | +32.1% | +30.7% |
| 3Y | +791.8% | +1.1% | +790.7% | +725.4% |
| All | +791.8% | +1.0% | +790.8% | +725.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling