+247.9%
ECHO vs GTLB
-47.1%
+295.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | +3.4% | +11.1% | -7.6% | +1.8% |
| 30D | +2.4% | +37.8% | -35.4% | -2.5% |
| 3M | -28.0% | +61.6% | -89.5% | -33.0% |
| 6M | -21.2% | +98.9% | -120.2% | -29.5% |
| YTD | -17.4% | +32.8% | -50.2% | -21.8% |
| 1Y | +33.6% | +14.7% | +18.9% | +28.5% |
| 3Y | +419.7% | +1.3% | +418.3% | +396.8% |
| All | +247.9% | -47.1% | +295.1% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling