+140.3%
ECHO vs GRMN
+636.8%
-496.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -3.0% |
| 7D | +9.1% | -0.1% | +9.2% | +9.2% |
| 30D | +7.2% | +3.5% | +3.6% | +5.3% |
| 3M | +6.1% | -7.3% | +13.4% | +8.6% |
| 6M | -24.2% | +21.8% | -45.9% | -31.1% |
| YTD | -9.7% | +42.8% | -52.5% | -23.9% |
| 1Y | +40.9% | +46.5% | -5.5% | +17.7% |
| 3Y | +883.3% | +158.3% | +725.0% | +513.9% |
| 5Y | +224.2% | +122.6% | +101.6% | +111.6% |
| All | +140.3% | +636.8% | -496.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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