+253.7%
ECHO vs GPN
+314.9%
-61.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +5.3% |
| 7D | +8.6% | -0.7% | +9.3% | +8.7% |
| 30D | +3.8% | +3.8% | -0.1% | +1.9% |
| 3M | -19.9% | +39.2% | -59.1% | -30.3% |
| 6M | -12.1% | +17.9% | -29.9% | -19.3% |
| YTD | -14.1% | +16.4% | -30.4% | -21.5% |
| 1Y | +15.9% | +3.6% | +12.2% | +10.3% |
| 3Y | +417.8% | -26.7% | +444.5% | +455.3% |
| 5Y | +259.3% | -44.8% | +304.1% | +314.4% |
| 10Y | +192.7% | +24.1% | +168.6% | +135.8% |
| All | +253.7% | +314.9% | -61.2% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling