+521.8%
GLW vs ECHO
+163.9%
+357.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.8% |
| 7D | -11.1% | +2.2% | -13.3% | -11.3% |
| 30D | -28.4% | +9.8% | -38.3% | -29.5% |
| 3M | -28.8% | +16.8% | -45.6% | -30.5% |
| 6M | -39.8% | -18.1% | -21.7% | -38.2% |
| YTD | +28.7% | -4.2% | +32.9% | +28.5% |
| 1Y | +27.7% | +41.2% | -13.5% | +20.1% |
| 3Y | +331.3% | +943.7% | -612.3% | +130.7% |
| 5Y | +233.4% | +277.5% | -44.1% | +134.0% |
| 10Y | +521.8% | +159.8% | +362.0% | +399.3% |
| All | +521.8% | +163.9% | +357.9% | +399.3% |
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