+255.9%
ECHO vs GTLB
-49.8%
+305.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | +2.3% | -4.1% | +6.4% | +2.8% |
| 30D | +4.4% | +12.3% | -7.9% | +2.4% |
| 3M | -20.3% | +65.9% | -86.2% | -26.2% |
| 6M | -15.3% | +104.0% | -119.3% | -24.6% |
| YTD | -15.5% | +26.0% | -41.5% | -19.5% |
| 1Y | +15.0% | -3.5% | +18.5% | +13.2% |
| 3Y | +409.1% | -9.6% | +418.8% | +393.0% |
| All | +255.9% | -49.8% | +305.7% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling