+25.1%
GILD vs ECHO
+17.8%
+7.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -4.8% | +3.7% | -8.5% | -5.0% |
| 30D | +5.8% | +0.7% | +5.1% | +5.7% |
| 3M | +14.9% | -27.3% | +42.2% | +16.6% |
| 6M | -0.4% | -17.0% | +16.6% | +0.6% |
| YTD | +18.5% | -14.3% | +32.8% | +20.2% |
| 1Y | +25.1% | +20.9% | +4.2% | +28.9% |
| All | +25.1% | +17.8% | +7.3% | +28.9% |
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