+256.3%
ECHO vs GRMN
+122.8%
+133.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | +2.2% | +6.3% | -4.2% | +0.1% |
| 30D | +9.8% | +7.6% | +2.3% | +6.8% |
| 3M | +16.8% | -7.5% | +24.3% | +19.4% |
| 6M | -18.1% | +21.2% | -39.3% | -24.4% |
| YTD | -4.2% | +44.0% | -48.2% | -17.7% |
| 1Y | +41.2% | +44.7% | -3.5% | +21.2% |
| 3Y | +943.7% | +160.5% | +783.2% | +588.2% |
| All | +256.3% | +122.8% | +133.5% | +129.5% |
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