+554.2%
GLW vs ECHO
+139.8%
+414.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.1% |
| 7D | +15.5% | +9.1% | +6.4% | +13.8% |
| 30D | -19.6% | +7.2% | -26.7% | -20.3% |
| 3M | -28.5% | +6.1% | -34.6% | -29.1% |
| 6M | -39.5% | -24.2% | -15.4% | -37.1% |
| YTD | +37.2% | -9.7% | +46.9% | +38.3% |
| 1Y | +35.4% | +40.9% | -5.5% | +27.5% |
| 3Y | +359.7% | +883.3% | -523.6% | +148.4% |
| 5Y | +244.0% | +224.2% | +19.8% | +153.8% |
| All | +554.2% | +139.8% | +414.4% | +430.9% |
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 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