+33.6%
ECHO vs GPN
+8.1%
+25.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +3.4% | +0.8% | +2.6% | +3.3% |
| 30D | +2.4% | +5.8% | -3.4% | +1.8% |
| 3M | -28.0% | +37.0% | -64.9% | -30.4% |
| 6M | -21.2% | +20.1% | -41.4% | -22.1% |
| YTD | -17.4% | +20.4% | -37.8% | -17.1% |
| 1Y | +33.6% | +7.4% | +26.2% | +38.0% |
| All | +33.6% | +8.1% | +25.5% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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