+654.3%
GLW vs ECHO
+256.8%
+397.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.9% | +2.3% | +7.7% |
| 7D | -5.9% | +3.0% | -8.9% | -6.3% |
| 30D | -26.0% | +6.7% | -32.7% | -26.9% |
| 3M | -29.9% | +12.4% | -42.3% | -31.4% |
| 6M | -37.8% | -20.4% | -17.3% | -34.9% |
| YTD | +33.1% | -6.9% | +40.0% | +33.7% |
| 1Y | +36.8% | +37.7% | -0.9% | +25.9% |
| 3Y | +356.1% | +902.9% | -546.8% | +97.3% |
| 5Y | +243.8% | +275.3% | -31.5% | +95.9% |
| 10Y | +542.4% | +159.0% | +383.4% | +300.7% |
| All | +654.3% | +256.8% | +397.5% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling