+192.5%
ECHO vs GPN
+28.5%
+163.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -4.3% | +8.0% | +5.4% |
| 30D | +0.7% | 0.0% | +0.7% | +0.3% |
| 3M | -27.3% | +35.8% | -63.1% | -36.2% |
| 6M | -17.0% | +22.0% | -39.0% | -24.7% |
| YTD | -14.3% | +15.2% | -29.5% | -21.3% |
| 1Y | +20.9% | +3.5% | +17.4% | +15.5% |
| 3Y | +423.0% | -26.9% | +449.9% | +462.8% |
| 5Y | +265.7% | -44.2% | +309.9% | +321.3% |
| All | +192.5% | +28.5% | +163.9% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling