+423.0%
ECHO vs GPN
-27.6%
+450.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +3.7% | -4.6% | +8.3% | +5.4% |
| 30D | +0.7% | -0.3% | +1.0% | +0.4% |
| 3M | -27.3% | +35.4% | -62.7% | -36.1% |
| 6M | -17.0% | +21.7% | -38.6% | -24.4% |
| YTD | -14.3% | +14.9% | -29.2% | -20.6% |
| 1Y | +20.9% | +3.2% | +17.7% | +17.7% |
| 3Y | +423.0% | -27.1% | +450.1% | +491.7% |
| All | +423.0% | -27.6% | +450.6% | +491.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling