+251.0%
ECHO vs GRMN
+75.7%
+175.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.8% |
| 7D | +5.3% | -1.4% | +6.7% | +5.8% |
| 30D | +2.4% | -13.1% | +15.5% | +7.2% |
| 3M | -21.8% | +14.9% | -36.7% | -26.0% |
| 6M | -16.9% | +13.1% | -30.0% | -21.2% |
| YTD | -16.0% | +35.3% | -51.3% | -25.6% |
| 1Y | +9.3% | +16.0% | -6.7% | +1.9% |
| 3Y | +406.2% | +179.6% | +226.6% | +234.0% |
| 5Y | +251.0% | +75.0% | +175.9% | +138.5% |
| All | +251.0% | +75.7% | +175.3% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling