+278.6%
ECHO vs GRMN
+453.2%
-174.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +5.7% | -0.9% | +6.6% | +6.0% |
| 30D | +13.8% | +1.2% | +12.6% | +13.1% |
| 3M | +9.1% | -8.9% | +18.0% | +11.6% |
| 6M | -24.9% | +23.0% | -47.9% | -30.3% |
| YTD | -8.0% | +41.2% | -49.2% | -18.5% |
| 1Y | +42.9% | +47.5% | -4.6% | +25.1% |
| 3Y | +926.7% | +155.8% | +770.9% | +648.3% |
| 5Y | +230.4% | +120.2% | +110.2% | +148.0% |
| 10Y | +145.9% | +629.9% | -484.0% | +33.3% |
| All | +278.6% | +453.2% | -174.5% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling