+833.1%
GLW vs ECHO
+193.4%
+639.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +11.7% | +2.3% | +9.4% | +11.3% |
| 30D | +2.7% | +4.4% | -1.7% | +2.0% |
| 3M | -2.8% | -20.3% | +17.5% | +0.6% |
| 6M | +20.2% | -15.3% | +35.5% | +22.6% |
| YTD | +87.3% | -15.5% | +102.8% | +90.7% |
| 1Y | +119.6% | +15.0% | +104.6% | +112.7% |
| 3Y | +453.7% | +409.1% | +44.5% | +253.1% |
| 5Y | +376.1% | +260.6% | +115.5% | +227.6% |
| All | +833.1% | +193.4% | +639.7% | +615.9% |
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