+241.6%
ECHO vs GPC
+30.9%
+210.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +3.4% | +1.2% | +2.2% | +3.0% |
| 30D | +2.4% | +6.0% | -3.6% | +0.5% |
| 3M | -28.0% | +42.6% | -70.6% | -36.2% |
| 6M | -21.2% | +22.8% | -44.0% | -26.9% |
| YTD | -17.4% | +15.5% | -32.8% | -22.6% |
| 1Y | +33.6% | +2.0% | +31.5% | +31.0% |
| 3Y | +419.7% | -1.4% | +421.1% | +397.8% |
| All | +241.6% | +30.9% | +210.7% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling