+186.7%
ECHO vs GRMN
+646.0%
-459.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.7% |
| 7D | +5.3% | -1.4% | +6.7% | +5.9% |
| 30D | +2.4% | -13.1% | +15.5% | +8.2% |
| 3M | -21.8% | +14.9% | -36.7% | -26.8% |
| 6M | -16.9% | +13.1% | -30.0% | -22.0% |
| YTD | -16.0% | +35.3% | -51.3% | -27.2% |
| 1Y | +9.3% | +16.0% | -6.7% | +0.6% |
| 3Y | +406.2% | +179.6% | +226.6% | +204.9% |
| 5Y | +251.0% | +75.0% | +175.9% | +156.4% |
| All | +186.7% | +646.0% | -459.3% | +15.1% |
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