+37.4%
GILD vs ECHO
+40.1%
-2.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +3.7% | +3.4% | +0.2% | +3.5% |
| 30D | +14.6% | +2.4% | +12.2% | +14.4% |
| 3M | +17.7% | -28.0% | +45.6% | +19.0% |
| 6M | +3.1% | -21.2% | +24.4% | +4.2% |
| YTD | +24.5% | -17.4% | +41.9% | +26.1% |
| 1Y | +37.4% | +33.6% | +3.8% | +38.8% |
| All | +37.4% | +40.1% | -2.7% | +38.8% |
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