+42.9%
ECHO vs GRMN
+44.3%
-1.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +5.7% | -0.9% | +6.6% | +5.9% |
| 30D | +13.8% | +1.2% | +12.6% | +13.4% |
| 3M | +9.1% | -8.9% | +18.0% | +11.1% |
| 6M | -24.9% | +23.0% | -47.9% | -29.4% |
| YTD | -8.0% | +41.2% | -49.2% | -23.0% |
| 1Y | +42.9% | +47.5% | -4.6% | +14.2% |
| All | +42.9% | +44.3% | -1.4% | +14.2% |
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