+240.0%
ECHO vs GRMN
+439.3%
-199.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.4% | -2.9% | +6.3% | +4.3% |
| 30D | +2.4% | -8.4% | +10.8% | +5.1% |
| 3M | -28.0% | +15.0% | -43.0% | -31.4% |
| 6M | -21.2% | +11.2% | -32.5% | -24.4% |
| YTD | -17.4% | +37.7% | -55.1% | -25.9% |
| 1Y | +33.6% | +18.5% | +15.1% | +25.2% |
| 3Y | +419.7% | +175.8% | +243.9% | +271.3% |
| 5Y | +241.7% | +75.1% | +166.6% | +174.3% |
| 10Y | +180.8% | +637.0% | -456.3% | +52.7% |
| All | +240.0% | +439.3% | -199.3% | +32.9% |
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