+253.8%
ECHO vs GTLB
-50.8%
+304.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | +5.3% | -6.6% | +11.9% | +6.3% |
| 30D | +2.4% | +13.7% | -11.3% | +0.3% |
| 3M | -21.8% | +52.9% | -74.7% | -26.8% |
| 6M | -16.9% | +88.5% | -105.4% | -25.1% |
| YTD | -16.0% | +23.4% | -39.4% | -19.8% |
| 1Y | +9.3% | -3.8% | +13.1% | +7.6% |
| 3Y | +406.2% | -11.5% | +417.7% | +391.6% |
| All | +253.8% | -50.8% | +304.7% | +233.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling