+339.2%
GLW vs ECHO
+900.0%
-560.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.5% |
| 7D | +7.7% | +5.7% | +2.1% | +7.1% |
| 30D | -18.8% | +13.8% | -32.7% | -19.8% |
| 3M | -27.7% | +9.1% | -36.8% | -28.3% |
| 6M | -44.4% | -24.9% | -19.5% | -43.5% |
| YTD | +31.3% | -8.0% | +39.3% | +31.5% |
| 1Y | +40.0% | +42.9% | -2.8% | +36.7% |
| 3Y | +339.2% | +926.7% | -587.5% | +261.5% |
| All | +339.2% | +900.0% | -560.8% | +261.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling