+152.0%
GE vs ECHO
+187.5%
-35.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.5% |
| 7D | -1.2% | +5.3% | -6.6% | -2.1% |
| 30D | -11.3% | +2.4% | -13.7% | -11.6% |
| 3M | -1.4% | -21.8% | +20.4% | +2.0% |
| 6M | +1.2% | -16.9% | +18.1% | +3.3% |
| YTD | +5.9% | -16.0% | +21.9% | +7.2% |
| 1Y | +18.4% | +9.3% | +9.1% | +14.2% |
| 3Y | +271.0% | +406.2% | -135.2% | +120.8% |
| 5Y | +417.9% | +251.0% | +167.0% | +243.9% |
| 10Y | +152.0% | +191.3% | -39.3% | +87.1% |
| All | +152.0% | +187.5% | -35.6% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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