+240.0%
ECHO vs GPC
+438.3%
-198.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +3.4% | +1.2% | +2.2% | +2.8% |
| 30D | +2.4% | +6.0% | -3.6% | -0.4% |
| 3M | -28.0% | +42.6% | -70.6% | -39.6% |
| 6M | -21.2% | +22.8% | -44.0% | -29.8% |
| YTD | -17.4% | +15.5% | -32.8% | -25.1% |
| 1Y | +33.6% | +2.0% | +31.5% | +28.3% |
| 3Y | +419.7% | -1.4% | +421.1% | +389.3% |
| 5Y | +241.7% | +30.6% | +211.1% | +173.6% |
| 10Y | +180.8% | +80.6% | +100.1% | +81.3% |
| All | +240.0% | +438.3% | -198.3% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling