+33.6%
ECHO vs GSK
+31.2%
+2.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +3.4% | -1.8% | +5.2% | +3.9% |
| 30D | +2.4% | -2.2% | +4.5% | +2.9% |
| 3M | -28.0% | -1.8% | -26.1% | -27.8% |
| 6M | -21.2% | -10.6% | -10.6% | -19.5% |
| YTD | -17.4% | +4.4% | -21.8% | -16.7% |
| 1Y | +33.6% | +30.4% | +3.2% | +27.9% |
| All | +33.6% | +31.2% | +2.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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