+240.0%
ECHO vs GSK
+152.2%
+87.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | +3.4% | -1.8% | +5.2% | +4.2% |
| 30D | +2.4% | -2.2% | +4.5% | +3.1% |
| 3M | -28.0% | -1.8% | -26.1% | -27.7% |
| 6M | -21.2% | -10.6% | -10.6% | -17.9% |
| YTD | -17.4% | +4.4% | -21.8% | -19.4% |
| 1Y | +33.6% | +30.4% | +3.2% | +18.2% |
| 3Y | +419.7% | +60.1% | +359.6% | +308.5% |
| 5Y | +241.7% | +46.8% | +194.9% | +174.4% |
| 10Y | +180.8% | +79.2% | +101.5% | +99.4% |
| All | +240.0% | +152.2% | +87.8% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling