+287.0%
ECHO vs GSK
+155.8%
+131.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +3.6% | -1.1% | +4.7% | +4.2% |
| 30D | +7.5% | +7.8% | -0.4% | +3.8% |
| 3M | +16.2% | +0.3% | +15.9% | +15.2% |
| 6M | -20.9% | +3.4% | -24.3% | -22.8% |
| YTD | -6.0% | +5.9% | -11.9% | -9.4% |
| 1Y | +43.4% | +8.2% | +35.2% | +36.9% |
| 3Y | +924.0% | +65.3% | +858.8% | +691.6% |
| 5Y | +249.6% | +43.3% | +206.3% | +182.8% |
| 10Y | +151.3% | +102.9% | +48.4% | +67.5% |
| All | +287.0% | +155.8% | +131.2% | +93.6% |
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