+417.8%
ECHO vs GSK
+53.4%
+364.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.6% |
| 7D | +8.6% | -4.2% | +12.8% | +9.5% |
| 30D | +3.8% | -7.5% | +11.3% | +5.4% |
| 3M | -19.9% | -3.3% | -16.6% | -19.5% |
| 6M | -12.1% | -9.3% | -2.7% | -10.4% |
| YTD | -14.1% | +1.6% | -15.7% | -14.1% |
| 1Y | +15.9% | +25.5% | -9.6% | +11.5% |
| 3Y | +417.8% | +49.3% | +368.6% | +383.3% |
| All | +417.8% | +53.4% | +364.4% | +383.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling