+40.1%
GILD vs ECHO
+22.3%
+17.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.9% | -3.7% |
| 7D | +1.2% | -7.9% | +9.1% | +1.4% |
| 30D | +16.2% | -10.1% | +26.3% | +16.7% |
| 3M | +27.9% | +2.5% | +25.4% | +27.7% |
| 6M | +27.1% | -23.4% | +50.4% | +28.4% |
| YTD | +39.0% | -17.3% | +56.3% | +41.7% |
| 1Y | +40.1% | +24.3% | +15.7% | +49.9% |
| All | +40.1% | +22.3% | +17.8% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling