+14.3%
ECHO vs GRMN
+16.1%
-1.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.0% |
| 7D | +5.3% | -1.4% | +6.7% | +5.7% |
| 30D | +2.4% | -13.1% | +15.5% | +5.8% |
| 3M | -21.8% | +14.9% | -36.7% | -24.9% |
| 6M | -16.9% | +13.1% | -30.0% | -20.1% |
| YTD | -16.0% | +35.3% | -51.3% | -25.9% |
| All | +14.3% | +16.1% | -1.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling