+251.0%
ECHO vs GSK
+47.3%
+203.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +5.3% | -3.6% | +8.9% | +6.3% |
| 30D | +2.4% | -5.9% | +8.4% | +4.0% |
| 3M | -21.8% | -4.3% | -17.5% | -21.1% |
| 6M | -16.9% | -10.8% | -6.1% | -14.6% |
| YTD | -16.0% | +1.8% | -17.8% | -16.6% |
| 1Y | +9.3% | +23.5% | -14.2% | +3.0% |
| 3Y | +406.2% | +49.5% | +356.7% | +343.3% |
| 5Y | +251.0% | +49.7% | +201.3% | +196.3% |
| All | +251.0% | +47.3% | +203.7% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling